Echoing on what @mkuhn said, i would normally like to use a stopwatch mode when i would be doing something for a long period of time. For example, half a day's work for project A and then switching to project B or something like that.

Otherwise, i tend to just use time slots and fill then in at the end of the day in a spreadsheet. Mechanical and tedious, but it does the job. Of course, it doesn't really help unless i remember to fill the information in.