I love resource management in D&D. Enforcing limited resources on the PCs provides tension to the game, and often forces them into situations where they have to make tough choices. The more interesting choices a player has to make in a game, the more engaged they become.
Types of Resources
There are many resources specified in the rules that are inherently limited, and thus subject to resource management. Some that come to mind are: money, hit points, hit dice (D&D Next), rations, arrows, torches, spells. In order to avoid having the game degenerate into a tedious session of bookkeeping, we need tools to help us manage these resources in game.
Physical Props
What I do to help alleviate the tedium is to use physical props to manage some of the more mundane resources I want to track. For example, I use poker chips to represent coins. When a PC has to hand over physical coins when paying for something, it's a much different feeling than erasing a number on their character sheet and writing a new one in. It's far more immediate and creates a feeling like they're actually spending money.
For money, I use red poker chips to represent copper, white for silver, and green for gold. I also use a black sharpie to write denominations like 5, 10, 25, etc. on the chips to make this easier to manage. Since I use a silver standard in my games (see below) copper is relevant.
I use black poker chips for hit points, toothpicks for arrows, and glass beads for rations. The players appreciate that they don't have to constantly scratch out or erase numbers on their character sheets.
I have another approach for gear, weapons, and other items the PCs carry. When someone gains an item, I quickly write it down on a half index card. I write down the item's name, it's weight, and any important properties it has, like damage for weapons, then hand the card to the player. A PC doesn't have an item unless they have the card! If the item has a number of uses, like vials of oil, I draw little circles on the card that the player can check off as uses are expended. When a PC loses an item, they really feel the loss because they have to hand that card back!
The Silver Standard
In previous campaigns, copper had always become somewhat of a worthless denomination, since prices are mainly expressed in gold. Players would even ignore any copper pieces found in treasures. That's why I adopted a silver standard in game. Basically, any book price listed in gold is actually silver, and any price listed in silver is actually copper. If a price is listed in copper, I make it 1 cp, or allow the copper piece to be physically split into quarters. But I hint that using quarters is for the poorest folk only, so the PCs always round up to 1 cp minimum.
Now, the PCs actually care about finding copper in treasures, and you should see their eyes light up when the find those elusive gold pieces, not to mention platinum!
Summary
Using physical props like poker chips provides a tactile element to the game that can produce more of an impact on a player when their PC gets wounded or spends money or other resources. For the resources that you as a DM feel are relevant and worth tracking, this technique can make resource management more painless, and even fun.