It really depends on what your overall goals are. If losing weight is your focus then the bottom line is calories in vs. calories out. If you are doing a significant amount of strength training you will probably want to keep an eye on your protein intake. If cholesterol is an issue you might watch your fat intake, saturated fat in particular. And on, and on.
You might check out fitday.com. It is free and an easy way to keep up with your daily calorie intake. In addition, it breaks everything else (carbs, protein, fats, etc.) out for you. So, you can keep and eye on the levels of those things without really having to do any extra work.