My favorite way of mapping my county travels is by using individual state county outline maps such as that of Missouri, pictured above. I not only color in the county, but also jot in the date of my first visit. Such maps can be found on the internet. One good source is the U.S. Census Bureau: http://www.census.gov/geo/www/maps/stco_02.htm. The University of Texas offers the same maps but in a slightly different format: http://www.lib.utexas.edu/maps/county_outline.html.
A very attractive set of county outline maps may be found at this site – although it may take a bit of searching to locate them: http://nationalatlas.gov/printable.html.
My wife and I actually have three sets of state maps in different three ring binders. They are labeled: Stephen's Counties, Karen's Counties, and Our Counties - our counties being those we have visited together.
We also record our travels at a couple of online county sites, the largest being Marty O'Brien's site: http://www.mob-rule.com/counties/. Carey Jensen also has a nice site where you can record your counties online: http://counties.visitedmap.com/.