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Im on Windows XP and am wondering whether the hiberfile is another spot to watch out for.

Does an utility such as Disk Investigator show you the entries/ filenames on ALL disk space, or just the open locations?
Hiberfil.sys is indeed something of concern. If you use hibernation, then hiberfil.sys will contain an exact copy of whatever was in system memory when you entered the state of hibernation.

BCWipe (http://www.jetico.com/) claims to be able to wipe hiberfil.sys upon startup. I have never tried, but I see no reason why you couldnt achieve the same effect using Eraser and Task Manager. A better solution, however, is to disable hibernation in your Control Panel > Power Options, then wipe all free space on your Windows partition.

When you disable hibernation, the (normally undeletable) file hiberfil.sys will be deleted. When you wipe free space, you of course remove all vestiges of it.