The company I work for uses Paychex to handle payroll. Paychex provides a website where, among other things, you can download your paystubs. Rather than manually logging in and downloading my current paystub every paycheck, I wrote a script that does it for me:

paychex_paystubs.py

Just pass the script a directory to save the paystubs to and it will download all paystubs for the current year. The script uses my send_gmail script to email the status. I run this script twice a month in a cronjob to download and archive my paystubs.