I try to be as organized as possible. That basically means having an endless to-do list to get all that stuff written down and (hopefully) done someday.
But there is so much stuff I want to, or need to, so that one list just doesn't cut it. It doesn't even make sense to have everything mixed together. A lot of them are tied to completely different projects for example.
So I have their own list of tasks for each project. Some of them are so big that hey might even have their tasks further split into sublists. And then I have the master list, ensuring that each project gets some progress regularly.
This dividence helps me focus on one project at the time and not get overwhelmed by the endless task list if they all would be in a single list. It also allows me to use different tools for each list. Something that is best suited for the project. Or in collaborative projects, the tool others prefer to use.
On the downside, I have no idea how many tasks I have in total across all those different lists. Maybe that leads me to take too many things to do which I can never complete.