Mint.com rules. I'm finally seeing where all my money is going! It lets you sync up all your financial accounts in one place, set goals, keep track of everything, get realistic about budget, and have a delicious sense of control over your money. There's an iPhone app, too, but you need iOS 4.0 (which I don't have--boo).
I'm so excited about this that I'm chomping at the bit to get my taxes done. HA.