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I am sure there are a few of you out there that share my obsession of knowing precisely where my pennies are (at least should be :)
After doing some research we started using Mint.com. Its a free service, legit and secure to manage finances and assets. You can link up all of your accounts and it provides a live feed of all transactions. And I LOVE that on one page I can see all my bank accounts, credit card, students loans, long and short term investments and property assets.
It automatically sorts your transactions (you can also set up your own parameters) or change what you don't like.
Anyway thought it was a great tool and kind of fun (if you consider budgeting...well fun)