I've been using iBank [1] for a couple of years now. It's able to pull data from different banks, import CSV, and other format. It has many other features that I'm not using. It's not a hosted solution so everything is on your machine.
For me the only missing feature of iBank is the limited support for charts and reports (it has quite a few predefined that you can customize, but creating new ones is not supported).
No association with the company behind iBank.
Update: iBank is OS X only afaik.