I'm very tight when it comes to my budget. I carry around a notebook to record expenditures and track all receipts. I'm probably not normal. As if that is a surprise.
For those of you are not as stringent in tracking your spending, I suggest trying Mint. Mint is a free, online software application that helps you monitor your personal finances. You can track your spending in categories and even compare your spending habits to the average of those in various locations around the country. The software is a safe way to manage all of your online bank accounts in one place, making it a handy way for me to update my own offline budget spreadsheets.
I highly recommend this service. Everyone is pinching their pennies these days, why not use this as a way to keep track of your green?