You got a Magento project to develop, you created a Magento theme, you placed initial products and categories and you also placed some test orders to see if Shipping and Payment methods work as expected. Everything seems to be cool and the client wishes to launch the site. You launch it. When you enter the administration for the first time after the launch, you will see all your test orders there. You know those should be deleted. But how?
This is a new version of the same article.

If you try to delete orders in the backend, you will find out that you can only set the status to “cancelled” and the order is still there.  Unfortunately, Magento doesn’t enable us to delete those via administration, so you will not see any “Delete order” button. This can be quite frustrating both to developers and the merchants. People coming from an SAP world find the inability to delete to have some merit but there should be a status that removes the sales count from the reports i.e. sales, inventory, etc.

So, what to do?

You need to create php script in Magento root folder, copy this code into script and run script.

/**
 * @author Dejan Radic <dejan.radic@inchoo.net>
 */

if (version_compare(phpversion(), '5.2.0', '<')===true) {
    echo  '<div style="font:12px/1.35em arial, helvetica, sans-serif;"><div style="margin:0 0 25px 0; border-bottom:1px solid #ccc;"><h3 style="margin:0; font-size:1.7em; font-weight:normal; text-transform:none; text-align:left; color:#2f2f2f;">Whoops, it looks like you have an invalid PHP version.</h3></div><p>Magento supports PHP 5.2.0 or newer. <a href="http://www.magentocommerce.com/install" target="">Find out</a> how to install</a> Magento using PHP-CGI as a work-around.</p></div>';
    exit;
}

error_reporting(E_ALL | E_STRICT);
ini_set('display_errors', 1);

$mageFilename = 'app/Mage.php';

if (!file_exists($mageFilename)) {
    echo $mageFilename." was not found";
    exit;
}

require_once $mageFilename;

Mage::app();

$executionPath = null;

/*
 * determine Magento Edition
 */
if (file_exists('LICENSE_EE.txt')) {
    $edition = 'EE';
}elseif (file_exists('LICENSE_PRO.html')) {
    $edition = 'PE';
} else {
    $edition = 'CE';
}

if(($edition=='EE' && version_compare(Mage::getVersion(), '1.11.0.0.', '<')===true)
        || ($edition=='PE' && version_compare(Mage::getVersion(), '1.11.0.0.', '<')===true)
        || ($edition=='CE' && version_compare(Mage::getVersion(), '1.6.0.0.', '<')===true)
  ){
   $executionPath = 'old';
} else {
   $executionPath = 'new';
}

$xpathEntity = 'global/models/sales_entity/entities//table';

if ($executionPath == 'old') {
    $xpathResource = 'global/models/sales_mysql4/entities//table';
} else {
    $xpathResource = 'global/models/sales_resource/entities//table';
}

$salesEntitiesConf = array_merge(
    Mage::getSingleton('core/config')->init()->getXpath($xpathEntity),
    Mage::getSingleton('core/config')->init()->getXpath($xpathResource)
);

$resource = Mage::getSingleton('core/resource');
$connection = $resource->getConnection('core_write');

/*
 * If you want delete System/Order Statuses (Status and State) you
 * should comments below lines (46-51)
 */
$skipTables = array (
        $resource->getTableName('sales_order_status'),
        $resource->getTableName('sales_order_status_state'),
        $resource->getTableName('sales_order_status_label')
    );
$salesEntitiesConf = array_diff($salesEntitiesConf, $skipTables);

/*

Multiple RDBMS Support in Magento CE 1.6+ / EE 1.11+

http://www.magentocommerce.com/images/uploads/RDBMS_Guide2.pdf

2.2. Adapters:

... The new Varien_DB_Adapter_Interface was added to sign a contract that all
developed adapters must execute in order to get Magento working on an actual
database. The interface describes the list of methods and constants that can be used by resource models...

Used below in the loop:

 * If $executionPath == 'old'
    * Varien_Db_Adapter_Pdo_Mysql::showTableStatus()
    * Varien_Db_Adapter_Pdo_Mysql::truncate()
 * Else
    * Varien_Db_Adapter_Interface::isTableExists()
    * Varien_Db_Adapter_Interface::truncateTable()

*/

while ($table = current($salesEntitiesConf) ){
    $table = $resource->getTableName($table);

    if ($executionPath == 'old') {
        $isTableExists = $connection->showTableStatus($table);
    } else {
        $isTableExists = $connection->isTableExists($table);
    }
    if ($isTableExists) {
        try {
            if ($executionPath == 'old') {
                $connection->truncate($table);
            } else {
                $connection->truncateTable($table);
            }

            printf('Successfully truncated the <i style="color:green;">%s</i> table.<br />', $table);
        } catch(Exception $e) {
            printf('Error <i style="color:red;">%s</i> occurred truncating the <i style="color:red;">%s</i> table.<br />', $e->getMessage(), $table);
        }
    }

    next($salesEntitiesConf);
}

exit('All done...');

After you have it executed, the test orders will not be in the database any more. Keep in mind that this will delete ALL orders, in the database. So, you should execute this queries immediately after launch.

This script is tested on following Magento versions: 1.6.1.0 CE, 1.6.0.0 CE, 1.5.1.0. CE, 1.11.0.2 EE, 1.10.0.2 EE, 1.9.0.0 EE, 1.11.0.0 PE, 1.10.0.2 PE and 1.9.0.0 PE.
You can download script here.