Have trouble keeping track of exactly where you're spending money? Enter Mint. Mint directly obtains information from you bank accounts and credit cards and categorizes your spending patterns. It can recognize a charge under 'Taco Bell' to be in the 'Fast Food' category, but you can also develop rules to classify expenses to one category or the other. It also makes recommendations for changes you can make to save more money, such as (in my case) switching to Verizon from AT&T. There is still a lot of functionality to be built in, but for a free clean website, it's gets 2 thumbs up!
UPDATE Lifehacker has a more comprehensive review on Mint, including screenshots. Also, after having played around a little more, I think the best part of using Mint is tracking your budget.