Sometimes. The four you're most likely to see on an external drive are ._[filename], .DS_Store, .Spotlight-V100/ and .Trashes/. The latter two will exist once at the root of an external drive, while the first two will exist in lots of places. I've listed them roughly in decreasing order of risk of deleting them. Here is what they are:
The .Trashes/ folder stores items on that volume that have been moved to the Trash in the Finder but not actually deleted by emptying the Trash. Since you've already indicated a willingness to delete them by moving them to the Trash, this one's pretty safe to delete.
The .Spotlight-V100 folder stores metadata used by Spotlight to provide find by content indexing. If you don't search your drive much, you can quite cheerfully delete it. Unlike the others, you can prevent this folder from being created by adding your drive to the list of exceptions in the Spotlight section of System Preferences.
The third is a Desktop Services Store (.DS_Store) file. They are created in each folder accessed by the Finder. They're used to keep track of things like the arrangement of icons, what view the folder is opened in and so on. If you don't mind your folders shuffling around, you can quite safely delete these, although they'll be re-created the next time you access that folder with Finder.
Finally, Mac OS X creates files called ._[filename], where [filename] is an existing file, to store the Mac "resource fork" on file systems which don't support it (which is almost anything which isn't HFS or HFS+). The resource fork is used to store a variety of data in a structured manner. This can range from the nice to have, like which program to open the file in, to the absolutely essential such as graphics and other essential data. Use of the resource fork has been discouraged for a while, but you may still come across applications which use them and thus it's not a good idea to delete them as a matter of course from files created by Mac applications. You can, however, delete them from files you're certain use only the data fork - this includes basic formats (such as plain text, JPEG and so on) and almost everything designed for web or cross-platform use (e.g. Zip archives and probably the files you're transferring between your Mac and PC).