One that I've used in the past and had very good use with is called Active@ ERASER. It allows you to choose not only individual files but also entire folders providing a lot of methods of purging the data. It can be run within Windows or can be loaded from an external USB Stick bypassing Windows completely. It is also US Department of Defense 5220.22 M compliant.

Active@ ERASER (commercial w/ a demo)

Active@ ERASER is a quality software package which includes various components required to keep your system secure from undesired data recovery. You can be sure that once you wipe a disk with Active@ ERASER full-featured commercial version, sensitive information is destroyed forever.