(posted to blog comments as well)

If you decide to trap INT or TERM, it would be wise to properly kill your process with INT or TERM:

    # if you're using bash, you can use $BASHPID in place of $$
    for sig in INT TERM EXIT; do
        trap "rm -f \"\$TMPFILE\"; [[ $sig == EXIT ]] || kill -$sig $$" $sig
    done

Not propagating signals in this manner is being a bad Unix citizen. Bash would have re-raised the SIGNAL, so you should too.

For more information: http://www.cons.org/cracauer/sigint.html