One key is having your finances organized in general. This is a great time of year to do it! Start fresh for 2008.
What I do is have a portable file folder by my desk with folders for various categories - "secret shopping", "origami", etc. When I get in bills or receipts for a category I file them right away. I have a folder for utilities, one for bank statements etc. That way everything is all organized.
I use QuickBooks so every month I just hit one button and it downloads my bank statement and credit card statements right in. No work, no muss, everything auto categorizes.
So at the end of the year it's really just a matter of printing out a few reports!