That's what I like about using Quicken. (YMMV)

We categorize everything so when I sit down (theoretically daily) and enter in the debit receipts everything gets put a category.

It makes spending patterns a lot easier to identify.

Example:

FOOD
FOOD: Groceries
FOOD: Dining - Planned
FOOD: Dining - Unplanned

FINANCIAL SERVICES: Good (for tax preps, etc)
FINANCIAL SERVICES: Bad (for late fees, finance charges, nsf fees, credit card interests, bank charges for having balance below certain point, etc)

My wife and I sit down every so often to look at our categories and see if the info we want to capture is being covered.

End of year tax time is a bit easier as well, by just printing out the cash flow report for the CPA.

The main problems are:
1) Me disciplining myself to enter in the receipts as we get them instead of waiting for the end of the week

2) Doesn't capture cash purchases.

3) It's a lot harder to fool myself that I really didn't blow that much on "X" this month. Quite depressing when "Denial" is removed as a coping mechanism.

I'm still looking for a "Denial Reconcile" function on the tool bar, anyone know where it is?