I've used Quicken for an awfully long time. Don't get caught up in its user-horny features - keep it simple. Here's what I've learned over the years. It also applies to Microsoft Money, I guess.
You'll be using the online banking if you take my advice. So why do you need a zillion custom-printed checks? I go through about 50 checks a year, max.
NEBS offers a 20% discount for your first order. Order the Laser Wallets, item
13085. A lot cheaper.
Quicken is your index. Just file things by month - don't worry about the rest. When you need to find that receipt from Ikea for the 100 candles that were only 99, look it up in Quicken. Sure, it'll take a minute or two, but you'll save hours by not sorting anything.
Have faith - there's no more risk than using a credit card. In fact, there's less. In a restaurant, you hand your credit card to a stranger, who takes it to another stranger, who runs it through an online machine. Online, you are talking about the same machine, without the two strangers. Makes sense.
Also, there's no more reconciling the checkbook - it becomes a simple act of confirming.
Do it every night, for 5 minutes. When a bill comes, pay it (online, postdated to a few days before it's due.) Automate the mortgage and other payments. That way, you can go out of town and the big things will still be covered.
Sorry about the pontification. But I get asked about this a lot.