"Where did my money go" budgeting has never worked for me. I've been way more successful with planning ahead every $ of income as I get it and then manually tracking expenses. Budgeting had to become an actual activity for me, and not just something done automatically by a webapp. I'm a huge shill for YNAB[0]. The software is really nice but basically it's a glorified (paid) spreadsheet. My fiance and I agree that the methodology it forces you to use, though, has easily saved us thousands so far.
[0]http://youneedabudget.com - they recently upgraded to a subscription based web app but I'm still using the classic version that's a one time purchase: http://classic.youneedabudget.com