First I tried Things for the iPhone which I tried because some people I work with said it was good. It lasted about a week. I think it failed, for me, because I didn't feel how time slowly wipes away old stuff that isn't relevant any more. My todo lists are usually about work projects which mainly means writing code and sending emails to people on the project. Things being on the iPhone meant I had to take my hands off the computer.
The second one I tried is the app with perhaps the most brilliant UI I've seen in years: TeuxDeux There's only three things you can do, enter events and mark them as done. I tried the iPhone version but even though it works well it wasn't as neat as the web version. Eventually I gave up because I think I couldn't keep up with moving past day events forward to today's date. That meant that new events entered "today" sort of got higher priority than old ones and that just felt wrong in the long run.
The third one wasn't really a todo list but that's how I ended up using it: Workflowy Again, an absolutely brilliant UI and technical achievement. I had it as an open tab for about three weeks until I ended up not bothering any more. I love writing bullet point lists to the n'th degree but I felt that every time I came back to it I had to "search" for where I was and had to make a tonne of micro-decisions about where to put stuff. When I had a thought in my head I didn't want to first think and plan where to put it.
What did work?
It's far from applicable to everyone but one thing that has worked (has for many years in fact) was our work issue tracker. We use IssueTrackerProduct, written by yours truely. It's not really fair because when you add the fact that multiple people are using the same tool the personal choices don't really matter. Also, I think project issue trackers like this have the added bonus that you don't clutter them with small basic things like "Check database log X".
The perhaps most successful todo list for me in 2010 was keeping a TODO.txt file in my project source directory. This is a personal file I rarely check in to git because my colleagues don't need to see mine (well, sometimes that's useful too). It's a simple text file and it looks something like this:
* (MEDIUM) render the shared classes in calendar.html on page load
* (HIGH) Find out why all CSS is lost when an event is added
* (LOW) Experiment with http://vis.stanford.edu/protovis/ to write
some nice stats
...I guess it works because it's my own invention. From scratch. Generally todo list apps work best if you wrote the app yourself. It's immediately in context because each code project gets its own file. Its order is implied usually by writing to the top of the file but you can be a bit cowboy about it and just jot things down without doing it "the correct way".
Comments
You should have a look at http://ginatrapani.github.com/todo.txt-cli/
A nice little script to handle your todo.txt.
Actually I did use that. But that was 2009 or something.
It's right up my alley so maybe I should look into it again.
TeuxDeux I still use, although need to check out that iPhone app now.
My todo list probably looks a bit different to yours (project manager vs. developer) but the bestest way for me is just start of the week, make a list (somehow, somewhere) and then cross things off or add them on as they come. Week-by-week it doesn't matter if the tool changes.
It's like the Semler approach to meetings - every time you come to a new meeting, forget the previous notes, and start again. You'll remember the important things, and the not-so-important things will be forgotten and mostly, no-one will care.
Admittedly, in my TODO.txt approach I'm not suffering from any time dimension. There are no due dates really. That makes it easier.