Data recovery is process of retrieving any data bytes that has been deleted from any removable storage media. When you deletes file or data from your computer, the fact is that the data could not be deleted forever. You only strip off some high level bits from it actually. so that an experienced file, data recovery professional can be retrieve the lost data even if get deleted. Some file recovery software's also available to perform file recovery in a simple way.
By the way you should think about the tips I scribbled here to make sure that your data would not lost from the hard disk or any removable media.
If you need to perform data or file recovery:-
1. Back up all data
2. Do not defragment your removable media before file or data recovery
3. Do not copy any thing to the device that has to be perform data, file recovery
4. Do not install or uninstall any new softwares before data recovery
5. Do not run any software's unnecessarily
6. Do not restart your PC if it's not necessary
7. Make sure that your hard disk is being a hanged mode until you perform the file recovery.
8. The above tip means that you should keep the storage device in idle mode
9. Do not shake or vibrate your hard disk
10. Dont use any cheap data recovery software if you are not sure you can recover the data.
After all the importance of the file recovery depends upon the importance of the data that you lost. So choose your option carefully to perform the data recovery yourself or contact a good data file recovery expert.