A friend just turned me on to this great new service and iPhone app called TripIt. All you do is forward the email confirmations you get from expedia or Continental or your hotel or whatever, and the site pulls out the relevant info and constructs an itinerary for your trip, so you have everything in one place, and can also check it on your iPhone. It has so far been pretty good for a wide range of stuff I threw at it, there were only a couple reservations I got from small independant hotels it didn't understand.
It has other cool features, like sharing with friends so you can see what their itineraries are if you're travinging together. It also tells you how many cities and countries you've travelled to, which I find pretty neat.
It's free at least for now, I think it might be in beta, but check it out.