I have systems for many things; MP3s (especially this one), LEGO (yes those too), electronic components (like ICs, capacitors, resistors, diodes and the like), books, clothes, cables (a very taxing task) and a bunch of other stuff.
For "important" things like bank statements, insurance papers and other papers sent to me by others I have no system at all. I have tried different systems for these but found that I could not conform to any. Weird as these should be easy to sort even by non-compulsive sorters like me. But still I can't just bring myself to do it.
I know systems would be beneficial for everybody but establishing a useful system which is easily used by others when I'm not around is a different thing. I have others around me who might want to use my stuff and sometimes find the need of putting them back in exactly the same place they took them a little bit frustrating. I am - however - not very fanatic about any system. I like my living space neat and tidy. I focus on details and not the big picture which is why my house looks messy on the whole but extremely organized on a closer look.
