Huh. I gave that mint.com thing a try, and it was really easy to set up and go with. Within 10 minutes I had all my accounts added in, and within an hour I had a monthly budget worked up. Very cool.
My only gripe with it is that it's not very good at setting up a savings goal that doesn't get its own account. For example, if I had planned to save $5000 to make an IRA payment at the end of the year, but I had planned to make it just out of my regular bank account, if I put in "$5000" as my goal it acts like I've already met the goal since it is less than the account balance, but if I make my goal my current balance plus $5k, it treats the existing balance as "you're ahead of schedule!"