Just FYI, if you had chosen "Open Little Snitch Preferences" from the menu bar icon and then typed "uninstall" into the online help, you would have seen this:
Little Snitch Uninstaller
The Little Snitch Uninstaller can be found in the Little Snitch .dmg disk image file, next to the Installer. If you don’t have the disk image to hand, you can always download the current version from our website.
The uninstallation process itself is straight forward, with only one option to choose: Whether you want to remove your rules and settings, or not. After the process is finished, you will have to restart your computer.
If you enable the option to remove rules and settings, the Uninstaller will delete all your system-wide configuration and rules files (also any Little Snitch 2 files), including the file that stores your license information, as well as the configuration and rules files for the user executing the Uninstaller.
The reason I bring this up is because it is best practice to try and use an uninstaller whenever possible instead of manually hunting down files to delete. An uninstaller would know where ALL hidden files and settings are located and is usually a cleaner and more guaranteed way of getting rid of a program. Since you don't have a list of the files to delete, manually deleting usually means you miss some here and there.
(I love Little Snitch, but it is a bit of a pain until you get it configured to your taste.)