Lists are great - it's true, even if we never get to complete all the items, they do take us forward. Which is always better than staying in place. I find inbox.com very useful as a project and time management interface, with its intuitive integration of email, calendar, notes, tasks and more in one app.
But my private advice for all of you out there looking for a time management breakthrough is to spend at least one day every 10 days or so doing nothing or very little. Bring unproductive. Disorganized. Spending time on pleasures and things. The following days are typically so much more productive.