Not too long ago I searched through several accounting / money managing software and GnuCash was the best open source software program I could find for the job. To start, I really like it because it works on several different OS such as Windows, Linux, BSD, and MacOS X.
At first the program is a bit complicated to get used to because it uses the double-entry accounting principle where you always have to list where the money is coming from and going to. But, this system was very useful for me to track my money with quite a bit of details of where everything was going to.