I've also decided to "itemize" my savings. Basically I'm going to look at my overall savings and create different categories. That way when I'm saving up for something in particular (or paying myself back for something like the plane ticket I just bought) I can know down to the dollar what belongs where.
So just remember, just because almost everyone uses a monthly budget doesn't mean you have to. If that's too overwhelming or just not practical for you, do you own thing. You could even make a weekly budget if you really want to. :)
Like I said before, my biggest goal in this whole budgeting thing (at the moment) is to simply know where my money is going and make sure I'm spending purposefully.