In Drupal 6, I would like to have certain Content Types display Error 404, when accessed. I don't want them indexed by search engines or being accessible to users. They are used to store data, such as photos or other attachments.
I've tried setting node-[content type].tpl.php to
<?php
return drupal_not_found();
but it duplicates the entire 404 page within a page.
After you call drupal_not_found() call exit(), otherwise Drupal will just continue processing the page elements.
You can use e.g. the content access module to restrict access on a per content-type basis. This will return a permission denied error instead of a 404.
If you want to code a lighter version yourself you'll have to write a module that extends the Drupal permissions system, the theming layer is the wrong place for that. I think node_access would be the right hook for that.
Putting it in the theme layer also prevents any admin (that uses this theme) from viewing the content.