Recently, I was talking to another of my colleagues this very topic. He had a clever trick: he carries a portable scanner with him. That allows him to scan the paper receipts as soon as he generates them, then he has multiple copies; he can send them in with expense reports via email, and he always keeps a copy. Sold! The only problem was that he was using NeatReceipts, a hardware/software combination that only works on Windows.
After a little research, I ended up buying this light, portable scanner from Amazon. For software, I use either Preview (yes, it can act as a TWAIN device to capture scanner input) or GraphicConverter, my preferred Swiss-army chain-saw for image manipulation. I scan the receipts as PDF, then combine all the files (using Acrobat, the full blown version) to create a nice little receipts package for expenses. This is great for me because I have a terrible time keeping up with the little scraps of paper.