Sonar 2 from Spacejock Software
As an engineer I just gotta have a process for everything and that includes writing. I used to keep track of my submissions using a word doc but then I discovered Sonar. It is fantastic. You can track all of your works, where you have sent them and it automatically calculates how long a story has been out (though this can be a bit disheartening).It is also handy for keeping a list of publishers / editors / markets that you are targeting. By using the filters provided you can sort by title, whether it has been accepted/rejected, how much money you have made out of the story (or not), word count, and whether it has been published yet.
You can't argue with the price either - it's free!
So give it a try. You can find out more and download a copy from: Sonar
A Beta version 3 is also available for those who like to live dangerously.