For me, I just have a big plain text file where I keep notes and stuff about companies once they get back to me after I send off a resume. I also have two email folders (one of all job search related stuff, the other for messages about upcoming or pending calls) and iCal.
Tracking which job you applied for is the least of the job applicant's concerns when looking for a job. In some circumstances the first step of the job application process is even fire-and-forget, and tracking those only serves to not apply again which is a zero-effort move.
Once you start to get a process going, emails and calendars already leave a good, easy to follow paper trail, and any need you might have is easily fixed with a text file/spreadsheet.