You'll undoubtedly be getting all of your statements in the mail very shortly if they haven't begun coming already.
At the beginning of each year I label a folder in my file cabinet that says "Taxes 'Current Year'"
Any time I get anything, like a donation receipt I toss it in that folder.
When these statements start coming, I'll throw them in the folder.
Local Tax final return forms...the folder.
We've been able to claim medical expenses in the past, so I save receipts and...you guessed it, throw them in the folder.
It's so simple, and when tax time comes around (or April 15), all you'll have to do is grab your folder.
While you're at it - Make a new one for 2009. You'll be so glad you did!