Well, if you are trying to just delete personal data off the phone, you need to check that you don't have a google account, or other account, synced to the phone. If you do, that data will keep being put back on the phone. So you would have to unsync the account while you do the delete, and leave it unsynced, or delete the data from the synced account as well, before you reconnect them.
If you are trying to completely wipe your data (all data you had on it) from a phone, then a "Hard Reset" would be your best option. This removes all you have put on the phone, and then resets it to the way it was before you started using it.
NOTE: Doing this will clear 'all' the data on your phone, so it is suggested you not choose this option unless...