I don\'t think I am the only person wondering about this. What do you usually practice about database behavior? Do you prefer to delete a record from the database physically
It definitely depends on the actual content of your database. If you're using it to store session information, then by all means wipe it immediately when the session expires (or is closed), you don't want that garbage lying around. As it cannot really be used again for any practical purposes.
Basically, what you need to ask yourself, might I need to restore this information? Like deleted questions on SO, they should definitely just be marked 'deleted', as we're actively allowing an undelete. We also have the option to display it to select users as well, without much extra work.
If you're not actively seeking to fully restore the data, but you'd still like to keep it around for monitoring (or similar) purposes. I would suggest that you figure out (to the extent possible of course) an aggregation scheme, and shove that off to another table. This will keep your primary table clean of 'deleted' data, as well as keep your secondary table optimized for monitoring purposes (or whatever you had in mind).
For temporal data, see: http://talentedmonkeys.wordpress.com/2010/05/15/temporal-data-in-a-relational-database/