Image styles thumbnail, medium, large to default dimenssions
Go to Configuration -> Media -> Image Styles (or analogous path in non-7 versions). By default you have 3 styles there, the ones you mentioned. You can edit them to suit your needs, but deleting them is not supported - to many modules uses them.

On the other hand, styled image files are supposed to be created on first access. You shouldn't have them on your file system until something really needs them, so to get rid of those files simply turn off everything that uses them, and purge /sites/*/files/styles directory.