Hi Ray, As you are guessing, the easiest way would be to create a list and then loop through the list of data. It's pretty straightforward. Some sample code would be:
import arcpy
workspace = r'c:\data'
arcpy.env.workspace = workspace
datasets = arcpy.ListFeatureClasses("prefix_*")
for dataset in datasets:
arcpy.Delete_management(dataset)
print "done deleting datasets"
Of course, the arcpy List function would depend on what type of data you are looking for.