Mint.com has impressed me recently.
Mint.com has a huge databases of banks and other financial institutions (even my retirement fund at NGC) and what you do is you put in your login information for all of your credit-cards, savings, loans, checking and retirement. Once you do this, it then imports all of your account statuses. You can then add in any property that you own to give yourself a good sense of your worth vs. debt ratio.
What's cool is that Mint is a really good guesser and sorts everything into catagories for you. You can change and tweak as you please of course.
Then it sort of will autobudget for you, unless you set your own. It will take a few months of getting your spending habits down, but once it does, it does well alerting you to when you get close to, say overspending in entertainment or eating Fast Food, if you want.
You can also see how your spending overall or in a particular area measures up to people in your state (or any other state for that matter) and even bounce your retirement against how well the stock markets have been doing.
Again, all of this is automatic, except for your budget (if desired) and recatagorizing (if desired).
I have multiple banks for different things, and Mint helps me keep how much I have on hand and where right when I want to know and also, gives me a heads up to when my debt payments are due and identify spending trends.
All for free. The catch? They get paid for the offers that are unintrusive that you can click on the button for, but you don't have to, so you'll never see an ad.