I currently use Wesabe and manually download my account activity from my bank and CC sites then upload them to my wesabe account.  No one has my passwords so I feel it is fairly secure.  I am tempted by the automagic download of new transactions but I'm satisfied for now.  The nice thing about wesabe is that they will let you download all of your transactions if you want to move to another site.  Not that I've tested that feature yet but it's supposed to be there.

The manual entry then auto reconciling of new transactions would probably convince me to switch sites.  Especially if it was via an iPhone/Android app.