|I make a copy of the deposit slip and all checks in the deposit. I then staple the bank receipt to the copy after deposited. That way, I have proof of all checks that I received. Also, I staple the second half of the check to the original confirmation and mark the confirmation "Paid" along with the date I received it. If there isn't a second half to the check, I make a copy of the check and attach it to the confirmation.
I'm sure there are better ways, but it works for me.