I use Quicken. For basic check/savings/cc accounts, it's great. I find the investments stuff (e.g. tracking my brokerage account) buggy/lacking. There's a ton of stuff in there I never use, but that's ok.
I use Quicken just to play around with it. I don't know all of its power, but its a nice little program to show me pretty graphs of things I didn't know.
However, Microsoft Money is supposedly the best of financing softwares.