Yes. Most of them are with Macquarie that give you the full high interest on all the savings accounts and you can make transactions directly to/from them, so I have multiple accounts set up to use as my budgeting buckets. I have automatic payments come out of each pay, then I just spend money from the appropriate account to keep track of spending instead of having to record anything seperately.
I've also got some savings with other banks, partly to get a little bit higher interest and partly so I've still got access to funds if there is a computer problem.