I'm surprised nobody has mentioned http://www.backpackit.com/ or http://www.rememberthemilk.com yet...

Check those out if you're into web-based apps :)

After using Quicken 2006 Deluxe for a while.. I find myself more and more confused as time goes by. It's a very powerful application and certainly an invaluable tool in the right thands.. I'm just afraid that mine aren't the right hands :/. What's the whole deal with categories vs. classes? In Quicken's help files classes are described as the latest way of organizing expenses and how they are much more flexible than categories.. and yet in the main UI of Quicken it's all categories! All over the place.. I see no easy way to work with collections. Quicken could really benefit from using something like Microsoft's ribbon.. the awesome feature from Office 2007. Why? Because Quicken's UI simply is too busy for my taste.. for example.. why should I have to look at the tax features on top all the time? The investment features? Those are things I NEVER use. It should all be context sensitive, a la ribbon :)

Anyway.. Quicken still is the most powerful and probably best money managing app out there, despite its shortcomings.