Well, being messed up with the things which I am constantly missing or loosing, I decided to thought a bit about the time management. I saw a lot of books devoted to it, huge books with hundreds of pages. More than that, I've read some of them. However, I got to disagree with the ones, which propose an ultimate way to your personal time management.
I believe that every single man is unique (although, there could be other unique guy much similar to the first one :). So nobody can have a one way for managing the unique guys.
Let's continue with the simple my own life example.
Personally, I'm engaged into several projects, when every one of them has its own tasks, preferences and requirements. Speaking about the tasks, I'm noting every one, putting in the queue. Well, but this doesn't help. I'm still missing the tasks, getting busy with other things (sometimes way less important than a missing task).
My next step was prioritizing them. Hmm, that made the tasks looking nice in my Entourage and iCal, but that's all. Nothing more, except the fact that I see the more important tasks first. But, with my personality, it didn't solve the problem. More than that, sometimes it started to become my pain in the ass to prioritize them. It's not easy to find the most important one among two really important tasks. I gave up.
The next cool thing was placing a due dates for a tasks. It was really cool and much more helpful -- I was constantly kicked with the reminders, what is great. Except the two things. Sometimes it's not easy to set the due dates. But you can make it. The other thing is more important. You are getting kicked by the reminders only when you are too close to the due date. So you may not have enough time to accomplish the task in time! And this really sucks.
Well, my next and the last step was putting the tasks directly into Calendar. I choose the dates and the time. I can easily see how day is loaded and I can more the tasks vice-versa. (Yes, I'm a kinda visual guy!) Well, I can't set the priority, but I don't need it -- I don't care about the priority when I know the exact date for the work. Besides, my PDA is always showing me the tasks on the main screen, so I never forget. ;)
So conclusion of my example is easy: it's always about time management, but not about the way how you (yes, you, the only you, and nobody else) would keep the track of your life. You may find my way terrible and ugly, but I don't care while it works for me. (Well, I do care. If you know the better way of keeping an eye on your tasks, please let me know ;)
P.S. My example is good for small, but necessary to be done tasks. You would not be very productive using such method with the bigger tasks. But you can always split them into millions of small tasks. ;)