A friend bought me a license to Bonsai for Christmas. It's called an outliner program; it allows you to create hierarchical lists.

The newest version (4.0) has the capability of letting you view a project list showing just the Next Action for each project. All the other actions are still present, just not showing. There's a demo available (the program is not freeware) -- if you're looking for a good place for your lists, this might be the program for you.

I'll add that my Next Actions list was kept in a Word document, but now I'm going to move it all into Bonsai.

Edited to add: You can import XML, OPML, CSV, FreeMind mindmapping, text, and Palm OS database (pdb) files into Bonsai.