I'm a sucker for articles on sites like Lifehacker about online productivity tools.
I've tried loads of apps and online to-do lists, but I still think nothing beats writing a list on a piece of paper, and putting that piece of paper somewhere obvious, like just above your computer monitor.
A lot of the options for making electronic lists (like Remember The Milk) are good, and it's great that you can sync things to your phone so that it will beep at you and tell you to get something done. The trouble is that it's too easy to get beeped at and then cancel the task just to stop the beeping. The whole point about smartphones is that you're usually not in the best place to do work when you're using them. Having a physical list at your desk means that when you sit down, mentally prepared to do some work, the list is staring you in the face while you wait for the computer to boot up.
The paper list is much more difficult to ignore, and there's much more satisfaction in crossing each entry out once it's done than in ticking a checkbox on a screen. Also, once you've ticked off the whole list, you can scrunch up the piece of paper and throw it in the bin. You can't do that with your phone.