Graham, I use a Palm T|X and an Excel spreadsheet I wrote myself to keep track of basal, bg, corrections, carbs, bolus over a 24 hour, 7 day period.
Couple of really useful features: automatically calculates correction and meal boluses, based on variables that are set for the whole sheet, but can be configured to suit you. Doesn't take account of IOB so you have to be a bit careful not to stack. But it does provide some useful statistics such as average TDD, insulin/carb and correction ratios, based on the 7 days.
It's limited by what Excel features are available in the Palm implementation (I use Documents To Go by DataViz), but I'm sure it could do more than I have set it up for. Once a week I sync with my Mac and email my DSN and consultant the details. They love it, at least that's what they tell me!
I can let you have a copy to try out if you want...