Smashing Magazine has published a tremendous guide to designing an easy to understand e-commerce checkout process for web sites. If you take credit cards on your site, it is a must-read.
However, even if you don't charge people on the web, you should check out the article anyway, because it explains something about collecting sensitive information from people that we all need to understand: it isn't just the "what," but the "why" that matters:
Even unambiguous fields, such as “Email address,” are great opportunities to explain what you’ll use the data for. “Email address” may be a sufficient description, but most people would want to know how you’ll use their email address. Why do you need it?
In your client intake forms, do you explain why you need all the information you are asking for? Perhaps you should.