there's a gate thingie, like the ropes in the clubs that you can use to prevent them from getting into your house --- Mary had a little lamb, her father shot it dead. Now it goes to school with Mary, between two pieces of bread.
The easiest being, buy the celebrity gate. The one with the call box. Build a fence around your property, with the only way in through that gate; Paparazzi (Or anyone you don't want visiting, really) won't be able to get into your yard.
The second method is similar, though cheaper. Build a fence around your lot, and install any gate; click on it in Live mode, and lock it for everyone except household. The only problem there is, even guests you invite over won't be able to get in unless you temporarily unlock it.
You could do the same locking method with your house doors, if you don't have enough money for a fence (Or don't want one, for whatever reason). They'll be able to get into your yard that way, but not into your home. Same with all guests, though.
Deleting sims can cause lots of bugs, though. For instance, anyone that was in a relationship with them will be stuck in that relationship, since they can never find them to break up with them. Deleting parents can cause entire households to become corrupt or die off, etc.
It's better to invite them over and kill them normally, if you really want them dead. Drown them in the pool, set them on fire, make them starve to death, etc... =P