The book »Getting Things Done« by David Allen is a bestseller. It offers a strategy of how to prioritize things you have to do. It is a combination of a tracking device (like a box of notes) and a routine of how to use that device. I am running my own Tinderbox tool to keep track of projects and actions in Tinderbox. But in principle you could use almost anything as long as you are able and willing to use it almost anytime you need to record a new task. Here is a page describing GTD. It also contains a link PDF with a diagram that shows the routine that needs to be learned.
The Kinkless GTD System is a freeware outliner, that probably does much of what I do with Tinderbox. I have also seen a wiki-style implementation of this with TiddlyWiki: GTD TiddlyWiki (and there is also a page that even includes a Dashboard version).
I am sure there are a lot more tools available to start a fine GTD system with.