When I was running a hectic agency - where I had a mix of fixed meetings, lots of tasks on long/medium deadlines that all had to eventually be done, lots of interruptions and emergencies and support etc. - one tool that did work for me for a very long time was Pim "Above & Beyond". It did have a way for you to enter all sorts of todos and what they take and also what they were worth and would rejuggle your schedule and suggest what you could work on in your next time slot... And since priorities were adapted automagically it helped you not forget something. It was also quite good at warning in advance of overload problems and of the impact of "shoehorning" - and it supported "i have delegated this". Kind of neat. All long gone now although there are clones and offspring around and some add ons that promise the same thing on outlook (never tried)
Now I never have a problem with whatever is my main role/job, but I do need to capture and not totally forget all the little and not so little jobs and tasks in my life - and I have a lot to tidy up there, put off too many times, and not all that much time especially with all the work related travel. Coping with figuring out how to get my hair cut or juggling schedules and commitments ahead, and not forgetting. So I need to capture stuff. Always.
The challenge nowadays for me is to capture before I forget, and be able to access again reasonably whether at home or away. So i use
a)notepads with an electronic pen so i can have my notebooks with me later as long as i have a computer/internet
b)a todo list in hiveminder
I like hiveminder because it is very simple and allows for capture "as a dump" (from a browser text box, from email, from instant messenger, over imap and more) and also allows for review (go through tasks mark as done, postpone etc. in about 1 keystroke per task)
More than the todos, the frustrating thing in my life is missing stuff I could have done had I only noticed or remembered - concerts, events, seeing people...