I've used The Submissions Grinder when submitting work to publishers, but they don't have any way to track submissions to non standard markets or to agents. I know I could use a spreadsheet, but I'm hoping there's something out there that is better than that, and is also web based so it's easily accessed by my computer or my phone/tablet.
Personally, I use a spreadsheet just because it's easier for me to control and manipulate, but I'm also a member of Query Tracker and they let you track all your queries and responses. Plus, they give you access to lots of data about agents in addition to comments other users leave which almost always include when they queried, when they got a response, and what type of response they got. It looks very helpful, and if I didn't already have my spreadsheet, I'd definitely use this.