So here's a bit of pro and con:
- Pen and paper. It's easy, requires no power or data connection and looks great in a Lisa Frank Trapper Keeper.* It also cannot exist in more than one place at once. That may be a feature rather than a bug if security is a concern.
- A text file. The digital equivalent of pen n' paper, this option is cheap and flexible. It does require access to wherever the file happens to be, though placing it in a Dropbox solves that issue handily. Even so, mobile devices find editing text files challenging. I'm not sure why. Text editors also aren't ideal environments for sorting tasks though they are great for searching, especially when regular expressions are involved.
- Remember The Milk. I used this for a while last year after migrating from the maddeningly minimal Google Tasks. It's free-ish, plays well with Google Apps of various sorts, and parses natural language very smoothly (i.e., you can enter a task as "eat ham on Wednesday" and it will understand when the task should happen). The -ish is an issue as the web interface is free but the mobile version won't sync tasks more than once a day without a $25/year pro account. The interface used to be genuinely ugly on all platforms but appears to have improved recently. It has plenty of features and active support. That added cost is really the only downside but it's a notable one.
- Astrid. This isn't even a real option any longer as the Astrid team got bought out (read: consumed and digested) by Yahoo** a few months back. It's sad. Astrid ran smoothly on all kinds of platforms, looked great, and allowed for shared lists. Now it's all gone.
- Wunderlist. This option may, in fact, be on its second iteration (Wunderlist2) and is primarily a mobile application. At least, I had daily problems with its interface: tasks would disapper, buttons would become invisible, and most recently I couldn't even log in to my account. The entire project has a Web 2.5 sheen which is attractive until the point at which it works slowly. Even worse, there is no option to export tasks to anything other than a bloated, difficult-to-import-with-other-software JSON file. I used Wunderlist for about six months and just couldn't tolerate all the bugs.
- Toodledo. Just started using this one. It's rich in features but I'll have to use it a while to see if they're useful. The desktop web interface has some really basic usability issues, but hey, it's all free.