One of the advantages of a to-do list is it allows you to clear your mind and focus on each task individually, instead of using your short term memory to keep track of tasks.
In my case, I find an web based to-do list works very well, as I can access it from any (internet enabled) location. This is especially helpful when I am moving from place to place to complete work.
One of my favorites is toodledo.com. This is pretty simple, you just add your tasks, and check them off as you finish. You can also share them with others for networking purposes.
Another one I use to keep track of longer term tasks and goals is actually more of a networking site, pathconnect.com. It has unique features to allow interaction between people with similar tasks and goals.