I am a big fan of Money Dance. It is one of the only (might be the only one other than quicken) that can directly download your account transactions into the program. Most programs make you save them as a file first and then import them.
It is also cross platform (Mac, Windows, Linux) and can handle investment accounts. That said, I do find it does things labeling in an odd way and entering investments confuses me, but that is probably more because I don't know anything about investing.