The single greatest improvement in my productivity and effectiveness came when I bought a reporters notebook (you know, the ones that are about A6 in size with a spiral binding at the top). In that I just wrote down anything I had to do, in the order they came to my notice. When I did one of the tasks, I crossed it off. Same if a task was no longer needed. If I broke the task down into sub-tasks, I crossed off the original. Crossing off didn't indicate done, but "no longer relevant". I kept two elastic bands, one to hold together the pages at the front that only had crossed off tasks (and yes, that meant there would be some fully crossed off after that), and one at the back to find where I would write the next task.

Every so often (I didn't have a schedule for this), I would go through from the front checking if any remaining tasks had become unnecessary and cross them off, moving the elastic band if appropriate.

Every system I have used since, analogue or digital, has essentially been a refinement of this. I sometimes wonder if any of them has really been an improvement...