Here are a few ideas that I use to help:
1. Look at the ATC flight plan and note the EET of the FIR crossing points, then write the name of the FIR next to that place on the Plog. OK, that won't solve the sector issue in Europe, but it works in most of the rest of the world.
2. Try to have an appropriate chart to hand and keep a mental plot of where the likely freq changes will be.
3. Write down the frequencies as they come up, then you will have a reference if you have to 'backtrack' to the previous one.
4. On some bizjet installations, you can display airspace sectors, FIRs and geo-political boundaries; great for SA. Can't wait to see this feature on the airliners.
Just my two cents-worth!