The sidebar code (or plural if your theme supports multiple sidebars) will be invoked in several different files depending on your theme.
In your theme folder, edit the index.php file and delete the div called ‘sidebar’ (or everything in between that div’s opening and closing tags)
One of your theme’s files:
<body>
<div id="wrapper">
<div id="page">
<div id="header"></div>
<div id="main">
<div id="content"></div>
<div id="sidebar">
<div class="sidebar-box"></div>
<div class="sidebar-box"></div>
<div class="sidebar-box"></div>
<div class="sidebar-box"></div>
</div>
<div class="clear"/></div>
<div id="footer">
...
would become
<body>
<div id="wrapper">
<div id="page">
<div id="header"></div>
<div id="main">
<div id="content"></div>
<div class="clear"/></div>
<div id="footer">
...
You could search your theme files for all instances of ‘sidebar’…