I save utility bills from month to month in case there is a billing dispute. If you can't think of a reason to save them, then don't. If you find out later that you need a statement, your company will send it to you. Save receipts for anything expensive or under warranty if you are the sort of person who returns things. As for check stubs, save them as long as you save tax papers.
Some organizers recommend saving taxes forever, no exceptions.
It think it depends upon your financial situation. The more complicated your financial situation and taxes, the longer you should save them, because you're more likely to be audited. After that, I'm pretty sure the IRS can only audit you if they suspect fraud. Anyway, I hope this information helps.