This is so simple that maybe it isn't so obvious ... since the Desktop is often on the receiving end for so many images, downloads, and quick saves, that to clean it up I take the non-graphical approach.
Instead of trashing or dragging items from the desktop per se, I periodically open a Finder window and view the Desktop folder as a list that can, of course, be sorted by name, date, and so on. Try it; view your Desktop normally then switch to a list view. If your Desktop looks like mine, I guarantee you will find items you overlooked.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20070316111658113