I have a concertina folder which I keep out on our dresser. I have (dymo) labelled the tabs: URGENT Action, This Week, Jan, Feb, Mar, Apr... and File. Everything gets written on the calendar before it goes in there and I sort through it weekly actioning, moving things up and recycling/filing as required - it means I can always lay my hands on wedding invites, discount vouchers etc.
For my filing I have a 2 drawer filing cabinet with the following categories: Employment, Education, Car, Bank, Mortgage, Pension, Other Finances, Legal, Home, Utilities, Manuals, Lifestyle etc
Have the same problem as notcitrus with pensions and associated paperwork!
oh and I also have a folder which has marriage certificate, birth certificate, driving licence and passport sized pockets in it bought from Lakeland but I don't think they sell it anymore.