Ultimately, it depends on the questions you’re trying to answer.
Most people are trying to answer something like this: “Out of the money that’s come in, and the money that’s committed to immovable expenses (like my mortgage / insurance / car payment / other things), what’s left for my discretionary spending (on stuff like entertainment / dining out / clothing)?” In cases like that, we recommend entering in every receipt, even for expenses where you don’t actually get a bill (like if your insurance is auto-drafted from your checking account).
That being said, you’ll probably notice that there are a few categories that are especially problematic for you and your family. (Dining out is a big one.) Even though you’re entering in receipts in lots of categories, you’d do well to pay special attention to those “trouble” categories in particular.