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I dealt a lot with paperwork and filing in It's All Too Much: An Easy Plan for Living a Richer Life with Less Stuff
but it's probably worth repeating here some of those broad and fairly conservative guidelines for managing your bills and financial records for tax season and audits. My official disclaimer is that you shouldn't take my word for it and should check with your own accountant or financial adviser to verify that this information is up-to-date and accurate for your state and situation.
If you want to check the official word on this, read what Uncle Sam has to say at the website of the Internal Revenue Service. Download Publication No. 552 at IRS.gov
for complete details of what to keep and what you can let go of to keep the tax man happy.