Coming from 1.9RC4 is a new module to show the last X actions from the current user (or all actions if the user is 'admin'). Anonymous users dont get any output.
The module is called last_actions and has the usual parameters
nonums
rows
maxlen - optional numeric value to limit the length of each line
showuser - optional y/n value to prepend the action with the user who did it
showdate - optional y/n value to append the date when the action was done