Clean way of deleting orders in Magento

If you prefer to use an extension to add a «Delete» option on the orders list, see the Seamless Delete Order extension.

But if you want to do it by your own using the Magento functions, it’s quite easy. Just use something like this (this function would delete all orders, so don’t apply it directly!):

foreach(Mage::getModel('sales/order')->getCollection() as $order)
{
    $order->delete();
}