Hi Buzink,
The general likely errors are included within the text albeit they are not necessaily specifically labelled as such. It would be impossible to identify which files to remove from a database other than by looking at the sql file included with the Component.
As to the files installed this would again depend on at what stage the install failed and particularly to which part of Joomla! the Component was actually adding those files; Front-end, Back-end, Language, Templates...This would specifically depend on the Component being installed and as there are many hundreds of Components out there I would not fancy that task

.
If you have specific suggestions I will gladly consider these and include them where appropriate.
Thanks for taking the time to feedback (sorry for the delay in responding).
Andy