YNAB is pretty great. I allow it sync transactions from my bank accounts, but its budgeting system works fine if you're willing to enter transactions in manually.

It is a refined form of envelope budgeting, and allowed me to go from an engineer that made a lot of money, but spent willy-nilly to an engineer that knows what's up, and with a rising net worth.

I like that it encourages you to look at the money you actually have and allocate it to what it needs to do ("Rent", "Savings for christmas gifts", "Car replacement", "Efund"...), as opposed to forward looking budgets that are just guesses about what you want to spend going forward.