If it's not in my Palm Pilot, it doesn't exist.
My dad had a system that worked well for him. Every evening except Saturday, he would take a 3x5 index card and write down everything he had to do the next day, both work-related and not. The next day, he would keep that card in his pocket, and cross things off as he did them. He never wrote a card for Sunday because that's the Sabbath (he's Catholic). I don't think he does the cards any more, now that he's retired.
He tried to get me to use the same system when I was about 12. My cards all looked the same: go to school, do homework.
After a few months, I stopped making them, and got an electronic organizer instead.