I've previously mentioned the Getting Things Done system, but it deserves another shout-out. It truly made a revolutionary difference on how I look at tasks and projects. I was never a big to-do list person (though I did enjoy writing things down after they were done so I could still check them off) but since reading GTD, I am convinced of their value when used correctly.
After doing the "index cards held by a binder clip" system for a while (known on the street as a Hipster PDA), I decided to kick things up a notch (but affordably!). With a little postcard taping and fancy writing, I put together a spanking-new system that I quite like. I tried having little tabs to demark each section at the top, but found that they simply got too mangled in my bag and it looked messy (and I am never messy...never) so I just took them out.