I saw the previous discussion of index.dat erasure but it was like around 2006. I had reason to look for some free tools today and I found one:Free Internet Window Washer
Unlike CCleaner, instead of deleting index.dat files on boot, it opens them in place and overwrites the data. Nice little freebie. One tiny nag on open asking for donation, but if you hit the Skip button it doesn't do any other things annoying from what I've seen so far.
Also has a feature to run your clean up options on a timer. There's so many layers of tracking these days I doubt we can clean them all off. But at least this is one that works for what it does.
The web site states Vista and W7 support so it's either newer than many similar utilities, or they tried it against Vista and 7 at least.