Not sure what kind of saving method you use. It probably matters if you make a completely new save every time you play, but not if you use the Saver method of cycling through four saves and only occasionally make a completely new one.
Deleting the nhd files of worlds shouldn't really matter if you never go back there again.
I would actually concentrate your efforts on your current save. Using Kuree's Save Cleaner can easily cut your file size in half if you've never used it (you can use it on every nhd file). Of course, you should always keep the inventories of sims in your town almost empty and generally go through town to see what you can get rid of to make save times more bearable.