I agree with Ryan that a budget is a high priority for you, but I disagree on how to develop the end result.
My concern with mint.com has two parts. It's online and therefore "hackable" (do you really want your financial biography out where someone can steal it?) and, just like this advice, since it's free, what is it really worth?
If you are serious about setting up a budget and financial records, invest in Quicken or Microsoft Money. Personally, I've used both. I got fed up with Quicken and switched to Microsoft Money without doing any homework (maybe that's why I was less than a stellar student in school). I came back to Quicken. Not because I left, but Quicken's support has grown dramatically since I left and came back. If you opt to buy Quicken, I'd avoid the online backup and multiple device options as that again opens you up to hacking. I can't speak for Microsoft Money currently, but it does have has thousands of users.
The next step in the process is discipline (my wife calls it paranoia). I even enter $.49 cent costs for Postage into Quicken. You can download a lot of information like bankaccounts and charge cards directly into Quicken to save time. But Quicken does, over time reveal some ugly truths you may not want to see, but are crucial in getting your spending under control. I won't be compensated by Quicken for my comments. I just think it's a good idea to pass along experiences good or bad with any investment product or concept.
Hope this helps get your finances under control. (And, it was free!).