I have never been one to worry about security issues online. I don't clear my cache after online banking, change my passwords every few months, worry about too much information being on Facebook, or even password protect my computers.
However, I have been doing my taxes online for the past three years and I save all of my information to pdfs and text files. I called recently to change my address with the CRA (Canada Revenue Agency) and they ask a ton of verification questions before you can get them to access any of your information. At first I thought this was robust, but then I realized that every single answer could be found in my one folder "Taxes".
After a few quick Googles I found TrueCrypt. It allows you to encrypt a single file (that acts as a container) or a complete partition. If you wanted to go over the top you can even encrypt your whole OS. The default encryption protocols are the same ones used by the top US government (and I assume they know what they are doing). It even allows you to create completely hidden volumes (not that I need that).
I quickly set up a 1GB container to put all of my tax information along with a few other files that contain my passwords that I can never remember . Now, if only I would get around to setting up a good backup system.