If you deleted some important files in your hard disc or pen-driver then the first step is stopping using it (otherwise its location area could be write). Sometimes even umounting the disc partition could damage your file.
There are many software used for recovery some specific file format, for example Photorec to recover pictures in your Memory Card or hard disc.
But if you want to use a single program where you define which files are you looking for, then scalpel will be the solution for you.
Here you can find an example explaining how to recover PDF files:
Just defile the file type you are willing and go ahead.