I've banned them and I've cleaned out all their profile field links. But, I'll be damned if I am missing the place to clean these other links from recent activity. I don't think you can. They are clickable links. You should be able to get rid of them.
Their (often spammy) username is taken, and can't be used by another member. They can't register again, using the same email address. Users who attempt to register using the same IP as a banned member will be sent to the approval queue.
In XF2 we've actually introduced a new status, "Rejected". This is actually going to be used instead of deletion when you reject users from the approval queue (for the same reasons as above).
Thanks Chris. I think I'll still delete (hate fake boost to member count) but ban the email address.
I've found the anti-spam measures so good on XF we've switched off email verification (was a PITA when folk didn't get them). The rare one that gets through gets caught by rules for 1st posts having no links or certain keywords, but even then most are 1st posts from sleepers who registered pre-XF.