I recently started using a budget planner application call Mint. Its Awesome!. I personally found it very helpful in keeping track of my all expenses. It let me set the budget for different categories like gas, shopping, food etc on monthly basis. And whenever I reach near or cross the budget for any item - the application will send me an alert via email or push notification on IPhone. The Mint iPhone app is great too as it gives you a quick overview of your spending on the go.