You'll find 1099's there (where they report dividends) and some sort of cost basis reports (no idea if there's an IRS number for that) that will say something like (from memory, I am sure I am leaving out columns).
Jan 4th, 2012, sold 5 shares FOO ..... gain/loss: $124.00
They're all 1099. My brokerage gives a "Consolidated Forms 1099", containing 1099-INT (interest), 1099-DIV (dividends), 1099-OID (bond stuff), 1099-MISC (payments-in-lieu, etc), and 1099-B (broker transactions -- cost basis, gains, etc.). The instructions for forms 1040, Schedule D and Form 8949 tell you exactly where to copy all the values to when filing your taxes. The new regulations have made it all super easy.
Unless you do really complicated things involving cross-account wash sales, constructive sales, or straddles, in which case it's still painful. But if you're just buying mutual funds you don't have to worry about any of that :).