A strange occurrence years ago now has me keeping bill statements indefinitely. Bought a bed from Macy's, which I returned due to profoundly poor craftsmanship (sag central). They came and picked it up, and the next month's bill reflected the 4-figure credit. 5 years later, I get a bill, with the charge reinstated. If I hadn't kept that credit-proof statement (then, a result of my "piles" syndrome), I'd have had a serious problem.
I've had the full Adobe Acrobat product since version 3 (now at 6; I stopped at 5), and that version is fine for this purpose (read: get it for minimum bucks). I now scan all statements into Acrobat (File -- Import), using a simplistic electronic filing scheme (2003/Accounts/Creditors/AmEx_2003.pdf, 2003/Accounts/Professional/Licenses-Pa_2003.pdf, etc). That, in turn, allowed me to declutter the basement, as I no longer needed all the file cabinets. Once a year, post-tax time, I move it all to a CD.
FWIW, I already had a multi-function machine, with an auto-doc feeder. This system worked so well, then I added a cheap flat-bed scanner, for receipts. Bonus: tax-time is no longer the huge pain in the skleeboop it once was! Acrobat allows me to yellow-highight line items, perfect for creating a no-fuss tax-deductible trail. Incidentally, scanning the OLLLLLDDDDD bill statements? One of my "someday maybe" tasks, which the GTD system coerced me into tackling, once and for all.