Anything consumable (gas, groceries, dining) all get kept until I see them clear the bank, anything else gets kept until I no longer have that item. I've sorted by where items are kept and keep all the receipts in folders in a fireproof safe. Any kind of bank/credit card/whatever statements can be had electronically now so I sign up for notification on those and save the pdf's or export/download the account informaton just in case I want to do any trending/budgeting but eliminate all the paper copies that way.
For all the receipts I do keep I keep a spreadsheet of the items and information on them, cost, date purchased, warranty expiration, etc then every so often I'll print that spreadsheet out and stick it in the folder in the fireproof safe with the receipts.