I just want to have a .tex file which I compile with pdflatex and end up with a .pdf file. I don\'t want all the other .aux
A well crafted wrapper script seems to be the best answer. Something along these lines, which I've tested on Ubuntu using texlive-latex (pdftex 1.40.10) :
#!/bin/bash
TMPDIR=$(mktemp -d)
trap "rm -fr $TMPDIR; exit 255;" SIGINT SIGTERM SIGKILL
/usr/bin/latex -interaction=batchmode -output-directory=$TMPDIR $1
cp $TMPDIR/$1.dvi .
rm -fr $TMPDIR