Having done an extensive search for a suitable "to do list" application I settled on mylyn - the one that comes supplied with Eclipse.
It is easy to create and manage tasks. Tasks can be imported and linked to Bugzilla or a number of other different task repositories. It also has a "task context" which enables files that are relevant to a task to be highlighted and those that are irrelevant to be hidden (which is far more useful than I anticipated it would be).
