As you can't comment yet, here's a proposition using the tufte-latex class and a custom environment. This is just what I made up, you could edit your question to specify what format and features you would like. The lipsum package is just used for some dummy text.
\documentclass{tufte-book}
\usepackage{lipsum}
\newenvironment{loggentry}[2]% date, heading
{\noindent\textbf{#2}\marginnote{#1}\\}{\vspace{0.5cm}}
\begin{document}
\begin{loggentry}{2009-Oct-31}{Snow}
\lipsum[1]
\end{loggentry}
\begin{loggentry}{2010-Dez-31}{Water of Life}
\lipsum[2]
\end{loggentry}
\begin{loggentry}{2011-Nov-15}{Cold}
\lipsum[3-5]
\end{loggentry}
\begin{loggentry}{2012-Aug-24}{Sunrise}
\lipsum[6-7]
\end{loggentry}
\end{document}

Edit 1: Here's an automated version. It assumes your directory to be of the form /Year/Month/Day.tex, formatted as e.g. 2012/Aug/24.tex, so the month is just the first three letters. The individual .tex files have only the requirement to have the first line as \mytitle{<The actual title here>}.
This solutions makes use of Peter Grill's answer to "How to iterate through the name of files in a folder".
The main file:
\documentclass{tufte-book}
\usepackage{lipsum}
\usepackage{tikz}
\usepackage{xifthen}
\newenvironment{loggentry}[2]% date, heading
{\noindent\textbf{#2}\marginnote{#1}\par}{\vspace{0.5cm}}
\def\?#1{}
\pgfmathtruncatemacro{\StartYear}{2008}
\pgfmathtruncatemacro{\EndYear}{2012}
\newcommand{\writetitle}{0}
\newcommand{\mytitle}[1]
{ \ifthenelse{\writetitle=1}{#1}{}
}
\newread\mysource
\begin{document}
\foreach \Year in {\StartYear,...,\EndYear}
{ \foreach \Month in {Jan,Feb,Mar,Apr,May,Jun,Jul,Aug,Sep,Oct,Nov,Dec}
{ \foreach \Day in {1,...,31}
{ \IfFileExists{\Year/\Month/\Day}
{ \openin\mysource=\Year/\Month/\Day.tex
\read\mysource to \firstline
\closein\mysource
\xdef\writetitle{1}
\begin{loggentry}{\Year - \Month - \Day}{\firstline}
\xdef\writetitle{0}
\input{\Year/\Month/\Day}
\end{loggentry}
}
{ % files does not exist, so nothing to do
}
}
}
}
\end{document}
A sample log entry file:
\mytitle{Something happened}
\lipsum[3-5]
The Output:

LaTexorder them, or do you just want some consistent look and are willing to take care of the ordering yourself? – Tom Bombadil Aug 24 '12 at 2:04