Right now I'm much like you in that I have like 3 places where I keep track of my pony thangs.
First I'll get into the actual ponies. Right now I have most of my G1s in a bookshelf which has glass doors. It's the kind that lawyers often have- and you can take it apart each shelf without tools. I have the babies and my MLP sewing machine and the Rainbow Ponies on the bottom shelf, then all the year 2-4 ponies on the middle shelf. On the top shelf I have my Pretty Parlor and all my Flat Footers with their Parlor nametags in front of them. And lastly I have on the top of the whole thing just a jumble of ponies such as TAFs, Big Brothers, Wingers, and the box to my Pretty Parlor.
As for G3s, the bulk of them are boxed up right now, and same goes for the G2s. However, on my desk I have a little display with about 8 G3s. And at my boyfriend's house I happen to have a whole shelf on his bookcase taken up by G3s and other pony items.
Now on to the cataloging! *Wades through paper and electronic files to show you to the main room*
I have Hilary's Inventory book which I check off the pony and any accessories in. I also write down next to it if I traded or bought it, if it was from my childhood collection, if it is a duplicate or a bait, and if it is only in my collection temporarily (if it's for sale or trade.) I also have numerous spreadsheets on my computer where I have a list of each pony, how much it cost, how much shipping was attached, how much it's currently worth, and if it's MIB/MOC or if it's for sale or trade.
Hmm... I also have a binder which I keep printed inventory in so I can keep it at a glance.
I allllsooooo have a pony budget inventory which is just a text file. It has every pony I have in order of months of purchase. It has next to the month the amount I spent that month, with the amount of ponies I got that month. Then below that is a list of each pony I bought during that month, and next to it is how much it cost (including shipping) and all the details (if it is for trade or if it's MIB.)
I also have a spreadsheet which holds my G3 brush inventory.
Bah, I'm just like you, Gingerbread! I've got so many places to check things off that it's becoming a chore to do so.
I think that I may cut back to just the Hilary book and my Budget inventory that goes by month. Those seem to be the best.
Here's my very disorganized collection display from this past summer (I only had 40-60 ponies at this time.)
Here's my current computer desk set-up:
And here's my current-ish G1 display: