Personal Abstract Todos
I use Tomboy Notes or paper to make a quick list of abstract high level tasks. Often when I'm on the phone with my manager, I just need to get things written down.
Source Code Specfic Todos
I use the inline TODO: / @todo comment marker in my code and then use the Netbeans plugins that give me a running list of todos throughout the project. Since Netbeans can aggregate todo markers from multiple projects, it does not make a difference how many different projects I'm running.
Multiperson Tasks / Todos
Once I have to keep track of todos for more than myself, I move to project management software like OpenProj, MS Project, etc. Also, if the todos involve bugs or feature requests, I use our bugtracker. Other todos, can be manged by a helpdesk system as well.