A long while ago I wanted to set myself up on http://www.mint.com/, but as it's US only I wasn't able to. I *did* set up an account on what became http://money.strands.com/, but they didn't have very good integration with Nationwide (some, but no transaction view for accounts, only credit cards) so it was basically useless to me.
Checking again today, Mint is the same as it was (even Canadian banks aren't available) but Money Strands not only works pretty well with my RBC account, it actually works even better with Nationwide now.
The best feature for me is being able to quickly (and in some cases automatically, although that needs a lot of tweaking before you can get it to be reliable) categorise and tag each income and expenditure transaction from all of your accounts, and then see that data in a bunch of different graphs, e.g. a pie chart of expenditures from the last [period of time], within which you can drill down into pie charts of how each category breaks up into subcategories, and see the transactions just for that (sub) category and time period.