I love mint.com! I have been using it for over two years now and they help keep me on budget. Now that there is a (also free) iPod app I can quickly check to make sure payments were made and checks were deposited in the right place. I also love that it keeps up with my net worth and stock/401K. It is an easy way to keep track of everything without having to log into your bank all the time.
You enter your account information, but it is not stored (you cannot access any password information through mint). You cannot do anything with or to your accounts from mint, it just tells you what your statement says. If you are uncomfortable with it then do not do it, but it really is completely safe and it is my FAVORITE budget tip.