Record Keeping

Paycheck Stubs - You can shred after you have compared stubs to your W2 & annual social security statement.
Utility Bills - You can toss out after one year. However, if you're using these as a deduction like a home office, keep them for 3 years after filing that tax return.
Cancelled Checks, Credit Card Receipts and Bank Statements - Unless needed for tax purposes and then you need to keep for 3 years.
Quarterly Investment Statements - You can shred these once you have your annual statement.

Income Tax Returns - It's important to know that the IRS can audit you for no reason up to three years after you filed a tax return. If you omit 25% of your gross income that goes up to 6 years and if you don't file a tax return at all, there is no statute of limitations.
Medical Bills and Cancelled Insurance Policies
Records of Selling a House - You may need these for Capital Gains tax.
Records of Selling a Stock - You may need these for Capital Gains tax.
Receipts, Cancelled Checks and other Documents that Support Income or a Deduction on your Tax Return - This covers a lot, but you should keep 3 years from the date the return was filed or 2 years from the date the tax was paid, which ever is later.
Annual Investment Statement - Keep 3 years after you sell your investment.

Contracts
Insurance Documents
Stock Certificates
Property Records
Stock Records
Records of Pensions and Retirement Plans
Property Tax Records Disputed Bills - You can toss after the dispute is resolved.
Home Improvement Records - Keep for at least 3 years after the due date for the tax return that includes the income or loss on the asset when it's sold.

Like anything we want to last, keep these documents in a safe place, like a fireproof safe or safety deposit box.