Shopping lists, yes. I write one every Saturday morning (or Friday night if I'm really into forward planning). Not long ago I discovered that it's better to order the list by shop rather than by item. I used to get hung up on finding the ideal route (i.e. the one that needs the least travelling), and wanted a map with all the shops marked on it so I could get that bit right, but these days I don't usually worry too much if I've had to walk a bit further than absolutely necessary.
Otherwise, I've come to dislike to-do lists, and I prefer try and hold the info in my head. If I try to list the things I want to get done, I tend to try to include the whole universe in it, and I have little sense for how I'll feel about it when I come to doing the tasks......I'm rather like a bad manager in that respect, no understanding of the pain I might be causing with my insensitive demands. So I end up with an over-ambitious list which I can't carry out. I've come to trust my memory instead - it's not the world's best memory, but it's unusual for it to drop anything that I feel is really important, even though I often don't remember stuff till quite late.
I would only write a "to-do" list if it was pretty clear what should go on it and what shouldn't - that's why the shopping list works for me. It's a very finite list, limited by the weight I can carry, and by the time and money I'm willing to put into it.