Not too important.
It rarely matters at all.
On top of that, the cure can sometimes be worse than the disease.
But yes, uninstalling programs is messy for a variety of reasons.
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Clean uninstalls
Most files left over after uninstalling programs don’t matter. They take up little space and don’t slow your computer. Cleaners and uninstallers can do more harm than good. Unless you’re fixing a specific problem, don’t worry about it. If things get messy, reinstalling Windows is the ultimate reset.
Most of the time, it just doesn’t matter
Seriously, it rarely matters if uninstalling a program leaves things behind. The program is gone as far as you’re concerned. There might be some registry settings or files left lying around, but most commonly, that’s completely inconsequential.
People like to dunk on the Windows registry as the source of most of its problems. While the registry is a complex beast, unused or leftover registry entries don’t affect performance appreciably. The technology implementing the registry is pretty efficient.
Even leftover files have minimal impact. Leftover files rarely use a significant amount of disk space. When I diagnose a nearly full drive, it’s almost always something else that turns out to be the space hog.
Sometimes it’s on purpose
When you uninstall something, there’s usually no way to tell the uninstaller whether you’re uninstalling this forever, never to be used again, or uninstalling it for now and might reinstall it later.
The difference can be important.
If you’re uninstalling it forever, it makes complete sense that all traces of the program be removed. There’s no point in keeping anything for software you’ll never see again.
However, if you might reinstall it, then things are less obvious. You might want to preserve settings you’ve made, for example. You might want things like templates or other configuration files to be saved as well, so that when you reinstall the program, your prior configuration and customization work isn’t lost.
Sometimes an uninstaller will ask. Great.
Sometimes it doesn’t, and just makes an assumption. Most often that assumption is to leave things behind in case you reinstall later.
Tools and cleaners
I’ve long been anti-registry cleaner. What’s the Best Registry Cleaner? What to Use and Not has my thinking, including which cleaner(s) to use if you must. If it helps you make the decision, I can’t recall ever running a registry cleaner on my now five-year-old primary desktop machine.1 It’s always run just fine.
I don’t consider registry cleaners as a solution to any practical problems.
Uninstallers, on the other hand, are tools that I do use from time to time. I use Revo Uninstaller, but there are several good equivalent tools.
I don’t use uninstallers as part of any kind of routine clean up, though. When I’m diagnosing a problem with a specific application, sometimes a more aggressive uninstall — cleaning out more than the default uninstall might — can resolve issues.
Overcleaning
The risk, of course, is that registry cleaners and uninstallers accidentally remove things that turn out to be important. It’s one reason I always recommend a full backup prior to running either kind of tool.
With registry cleaners, overcleaning can manifest in completely random ways, from the system no longer booting (thankfully very rare), to minor features, either in Windows or specific applications, no longer working as they should. There’s no way to predict; the impact is random.
When uninstallers uninstall a little too much, the damage is usually (though not always) limited to other programs on your computer no longer working (perhaps a shared component was accidentally removed), or information in some other program no longer being available. It’s usually benign but often requires that the original or the affected application be re-installed or data files be recovered from backups.
Software rot
The counterargument to everything I’ve just said is something called software rot.
Software rot is the slow decline in performance and/or stability of your system. It’s most often associated with installing and uninstalling lots of different applications over time. Each uninstall leaves something behind, and over time, all that cruft has a noticeable impact on your system.
Installing and uninstalling lots of software is the most visible cause, but there’s a strong case to be made that updates — both system and application updates — can lead to the same result.
Software rot isn’t the issue it once was. I no longer believe it’s anything most of us need to be concerned about. The software has improved to a point where software rot eventually gets dealt with naturally by something we’ll do for other reasons: reinstall Windows.
The ultimate clean
The ultimate cleaning is reinstalling Windows from scratch (or getting a new machine), followed by reinstalling only the applications you actually use.
A reinstall begins by erasing everything. All the leftovers — the cruft — is gone.
Then, by setting up Windows afresh and installing only apps you actually use, your machine will contain only what’s needed.
Of course, at this point the cycle begins anew: you’ll start getting updates and installing and uninstalling software.
Do this
Avoid installing software you don’t need, of course. But in the long run, I don’t think you need to spend a lot of time worrying about what’s left when you uninstall something. Only when you’re tracking down a specific problem might it be worth investigating whether more aggressive cleaning tools are called for.
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Footnotes & References
1: Full disclosure: I did reinstall Windows from scratch once. I guess that’s the “ultimate” clean, registry and all.
I use Revo Uninstaller on some uninstalls. I’ve never had a problem with it. If it removes too much, I can restore from the previous night’s system image backup. System image backups are the closest we can come to a silver bullet against buggy software, malware, and even PICNICs (Problem In Chair Not In Computer)