At the last place I worked, we used PeopleSoft. I thought it was a huge PITA, but at least it had a decent web interface, and you could submit receipts electronically.
But the place I work now uses SAP, and it makes PeopleSoft look awesome. This is 2006, why can't I scan my receipts and attach them as a PDF?
That being said... I prefered doing expense reports at the small ISP I worked for in college... copy the receipt, hand it to the CEO, and 5 minutes later you either got cash or a check.