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
Use pdflatex with -enable-write18 option and write at the end of your LaTeX file
\write18{del *.aux}
\write18{del *.log}
\write18{del *.gz}
or more pricise
\write18{del \jobname.aux}
\write18{del \jobname.log}
\write18{del \jobname.synctex.gz}
\write18{del \jobname.toc}
\write18{del \jobname.loc}
del is a DOS-function. Use rm for UNIX.