There are many ways to manage your to-do items, including Apple Mail, and Microsoft (gasp) Entourage. If you want to access a complicated list from anywhere, you could even use a free wiki. However, if you mainly review your To-Do items from one location, an efficient method is to maintain a text file named todo.txt. Why a text file? Because it's easy to use, and you can edit it in a number of applications. You could also sync the file using .mac or some other system, actually, and access it from other locations. But the main reasons I like the idea of a todo.txt file is because QuickSilver includes a tool to quickly add items to your list, and I recently discovered GeekTool, a slick way to integrate your list right onto your desktop. The text is displayed anywhere you like, over top your desktop image.
So to begin, create a todo.txt file (Bonus tip: TextEdit won't let you Save As a txt file unless you go under Format and select Make Plain Text). Create an item of something you want to do -- and that's the last time you'll need TextEdit to add an item!
Assuming you have QuickSilver running (make sure you have the Text Manipulation Actions installed), invoke it and press "." to enter text mode. Type another item you wish to add to your list. Press TAB and start typing "Append To...". TAB again to select the file, and you can probably just type "todo". QuickSilver will automatically add a new line with that item. If you want to get all nerdy, you can add other information, like searchable tags or categories, every time you add an item. Further discussion of text format lists and their potential.
So now you have a todo.txt. Here's where it gets awesome! Download GeekTool here for free, open the disk image and double click the preference pane file to install it. This preference pane is not as complicated as it appears. You probably want to select the default Group and delete it. Then create a New Entry. Double click the Group to change the name to Todo List, then from the combo box, select File. Choose File will allow you to browse for todo.txt. Select this, and make sure you have Enable GeekTool checked. By default, your list should appear on the very top left of your desktop. You can drag it anywhere and resize it to your liking. Once you deselect the list, it will look like it's built right in to your desktop.
(GeekTool allows you to do other cool things, like displaying images from the web on your desktop, but I'll let you explore that on your own.)
Now your list will always be there to remind you; you'll never have to open a program to see what you need to do. It's a simple and elegant solution - give it a try!