I have an emergency fund for four months of expenses and a separate savings account (both at ING) for expenses that come up every six months or every year.
In 2007, I will build up my EF to 7-8 months of expenses. I am making debt payments (all low rates), so I am trying to split the difference by saving and making debt payments. The savings for expected purchases is a newer thing- I'll let you know how that goes.
In the last six months or so, I treated my savings like a bill and I swear, you can do it. Just gradually build it up until you say, "wow, I'm putting away that much each month? I don't even notice it!"