Managing event logs automatically

Hi,
Would any one advice me the best possible way I can manage system and security logs for example I want to log all events that happened on my domain like login and logout etc. I want to log these events in text files or any file that can be managed.
I want to log events that are concerning to web server or domain or proxy server etc. I want to control what type of events I want to monitor on different servers in txt file format or any database file format so that I can keep a record, and Iwant this logs automatically saved as files rather i go to event viewer, filter and then save it.
I will appreciate your help.
Moiz