I was an avid Quicken devotee going all the way back to the old DOS version, but in an effort to be a "company man" I switched to MS Money when I joined Microsoft (which is going on 4 1/2 years now).  Say what you want about MS Money 2005, I haven't experienced the issues that many have reported, especially since I upgraded from 2004 (which is where I've read a lot of complaints).

Nonetheless, I finally got my act together and laid out a budget in the tool, the thing is when you're done setting up the budget you can only pick three categories you want to track closely - meaning those three appear as thermometers on the home page so you can gauge how your spending is tracking.  But what if you want to watch more than three?  I always thought previous version allowed you to do it, and it turns out someone else did too when they posted to the internal MS Money discussion list.  The functionality is still there, just not as obvious to get to:

From one of the devs on Money: “You can access the Money 2004-style interface for selecting favorite categories to watch by going to Tools|Alerts Center, selecting the “Customize your Advisor FYI alerts” link, and selecting the “Monthly Spending” tab. You can then select categories and have your spending tracked against your budget (if you have one) or against any arbitrary limit you wish.”

Not a trick that will directly put more money in you account, but may help you to keep what you have there better.