another suggestion
when you ban a user they come back and can see their PM's and the board as usual... they only find out they are banned when they try to post or to send a pm
and most of the times they have no way to contact their friends other than by pm's...
that is why they may want to come back and why they may insist...
if you delete all their pm's that reason no longer exists
and you can opt for changing their password instead of banning them (also change their email so they can not recover the pw)
At my board when a user is in no groups he sees errors...
you have to play dirty sometimes...