I use Quicken for my personal finances, its not free, there are other free options out there like GnuCash but I always seem to return to Quicken.

+ Quicken allows you to download directly from many different banks, so you don’t have to type in all those entries by hand
+ Links up with TurboTax (which I don’t use), but it’s easy for me to print out what I need for my taxes
+ Multiple accounts, many different types of accounts
+ Multi-currency support sort of.  Quicken will download stock prices but not currency prices.

– They come out with a new version each year which seems to include a UI work over and not much else
– They are glacially slow at implementing new feature requests in their support forum
– If you need support, you’ll be paying for it, even though you’ve paid for the software!
– Only downloads from US accounts (or the country where you bought it).
– No way to import an account other than typing in all those statements.  They used to allow importing QIF files but they say on their website that they changed their politique about this.