Okay, I am not sure about .bak, or .tmp since these files can be used for important things some times but .chk can be deleted, and no you dont have to look through your entire hardrve for files with those extensions....
you could do a del *.chk but that would be limited to the directory you are in
how bout we use that little util called find
search for *.chk and then select all and delete.

In addition make sure to clear out cookies and internet files everyonce in a while. Have you tried the diskcleanup util taht comes with XP? that cn usaually get you some space....
and if you are reallly desperate for space i would think about moveing documents and other files that dont get much use to floppy or CDR backup...