I'd definately suggest reading GTD - the system's pretty damned simple, but he does explain why he designed the system that way, and it makes sense. Sabreuse has pointed out one of them above.

I'm a programmer, so I've actually knocked up my own homebrew system, where I make my project lists up, in text files, like this;

Title
outcome
- action @CONTEXT
- action @CONTEXT
- action @CONTEXT

So that's a title, then a sentence describing what I need to have achieved, then individual actions with codes like @CONTEXT to say where I should be doing it; @SHOP, @WORK, @IPOD, etc.

Then I use a program to shake out a list for each context. So I might put this in;

--------
Sort out web domains
I have too many domains and it's costing me time and money. Reduce to necessity.
- @PC Kill ???.co.uk, ???.co.uk, ???.co.uk - !&1 Premium, 0800 783 5834
- @WAIT Ben + Kathy's reply RE ??? web sites.
- @PLAN decide what to do with ??? domains

Todo List
A General todo list of single-step tasks
- @PC Reply to ellen about jerry's meal.
- @SHOP Send Clare's book.
--------

And get out this;

--------
@PC
- Kill ???.co.uk, ???.co.uk, ???.co.uk - !&1 Premium, 0800 783 5834
- Reply to ellen about jerry's meal.

@WAIT
- Ben + Kathy's reply RE ??? web sites.

@PLAN
- decide what to do with ??? domains

@SHOP
- Send Clare's book.
--------

I also use it to populate a ticker with my next 3 work actions, so I've always got something on screen reminding me what I should be doing, and I generate timesheets for my boss, and a word document with all my non-work stuff, so I can print out stuff to do when I leave the office.

There's a great demo video showing how projects, contexts, and actions relate on http://kinkless.com/assets/kgtd/kgtd_intro.mov">http://kinkless.com/[/url] - [url]http://kinkless.com/assets/kgtd/kgtd_intro.mov