There's not much consensus on this among Windows software developers.
MSDN: Windows Installer Best Practices http://msdn.microsoft.com/en-us/library/bb204770(VS.85).aspx#uninstall_clean ----snip---- Uninstallation leaves the user's computer in a clean state.Application removal is as important as installation. When a Windows Installer package is uninstalled it should leave no useless parts of itself behind on the user's computer.
* If a file that should have been removed from the user's computer remains installed after running an uninstall, the installer may not be removing the component containing the file for one or more of the reasons described in Removing Stranded Files.
* If an application must be registered, author the package to remove registry information when the application is uninstalled. For information see Adding or Removing Registry Keys on the Installation or Removal of Components. If an application is not registered, the application is not listed in the Add or Remove Programs feature in Control Panel and cannot be managed by using the Windows Installer.
* To hide an application from the Add or Remove Programs feature in Control Panel and still be able to use the Windows Installer to manage the application, follow the guidelines described in Adding and Removing an Application and Leaving No Trace in the Registry.
* Custom actions should be conditioned to run or not as needed upon uninstallation. Different custom actions may need to run on install and uninstall.
* User-specific customization information can be stored in a text file on the computer. This has the advantage that the file can be removed when the application is uninstalled, even if the user of this customization is not currently logged on.
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