I keep a monthly retirement journal, hand-written in a notebook. My boyfriend does the same, but on his computer. On April 1st I'll have had it going for 5 years, which is kind of cool. I just do a page or two where I put my net worth, change in net worth from previous months, and anything that happened financially - unusual purchases, etc. It kind of segues into my life as a whole, because I frequently end up writing about travel, work, housing, and personal projects - anything related to money at all.
It's pretty cool to look back on my old entries, and remember what it was like to have a small net worth, unstable job situation, and so on. I also speculate a lot, so it's interesting to look back at what I thought was going to happen with Job X or Project Y, and compare it to what actually happened.