I've been working a bit with one of my colleagues, Slava, developing web parts and deploying them using Features. One issue that cropped up was how to remove the custom web parts from the Web Part gallery and any websites if the feature was subsequently deactivated. This kind of feature cleanup isn't something that can be done without custom code.

The solution Microsoft has provided is to create an event receiver called a Feature Receiver class for the feature. When tiggered, custom code can do any kind of setup, cleanup, or other job that might be required.

There are four events in the Feature life-cycle that can be triggered:

1. FeatureInstalled
2. FeatureUninstalling
3. FeatureActivated
4. FeatureDeactivating

At a high level the steps needed to create a Feature Receiver are:

1. Create a strongly-named feature receiver assembly containing a class inheriting from SPFeatureReceiver
2. Add custom code to the appropriate feature receiver methods
3. Deploy the assembly to the GAC on the SharePoint server(s) where the feature is deployed
4. Add a reference to the Feature Receiver assembly and class in the Feature.xml file
5. Deploy the feature
   

The Microsoft SDK explains Features and feature receivers in detail. In the particular case that we ran into, Zac Smith has a great example explaining how to deprovision the web parts.