You can always expect more mail in late January. 

Most financial institutions are required to start sending year-end statements and tax documents.  Your IRA custodian will be sending out form 5498 listing your IRA balance and contributions.  You may receive a1099-R if you took a distribution from your IRA  or employer plan.  And, if you receive Social Security, you'll be receiving the SSA-1099.  Here's an explanation of the the SSA-1099.

The 1099 Benefit Statement, mailed in January, reports the amount of benefits a person has received in the past year; these statements are sent only to individuals who received Social Security benefits in the previous year — so you will receive one this month only if you were paid Social Security benefits in 2006.

Beneficiaries will need this statement to complete their federal return and to find out whether their benefits are subject to income tax. Generally, you have to pay taxes on your Social Security benefits if your total annual income is more than $25,000, or $32,000 for a couple. Fewer than a third of beneficiaries pay taxes on their benefits.