I just want to have a .tex file which I compile with pdflatex and end up with a .pdf file. I don\'t want all the other .aux
.tex
pdflatex
.pdf
.aux
For people on Linux the equivalent to -aux-directory appears to be -output-directory, unfortunately it doesn't play nicely with \include{...} (included files' .aux files still get dumped in the current directory).
-aux-directory
-output-directory
\include{...}
See also: the man page.