If you’re a fan of GTD, I highly recommend OmniFocus; it’s fairly straightforward and of all the “GTD” software I have tried this is hands-down the best. And believe me, I have tried them all. OmniFocus runs on my Macbook Pro and my iPhone, so I have my lists with me at all times.
If OmniFocus is a little too much for you, then I recommend a fabulous app called Remember The Milk. It doesn’t get much simpler than RTM.