Yeah, the phone seems to work best for me. I've tried various apps that I could sync with online. The best that has worked for me is Google Calendar. I can type stuff with a real keyboard and sync it with my phone's calendar, and up pops a reminder when I need to do something.
I still write things on paper. Mainly in a 6 x 9 notepad. I keep about three of them. One in the backpack, one in the truck and one at home. I find they work well because I often think of thinks when I'm out and about. When I sit down in a restaurant I write down things I've thought of. If it has a deadline I'll put in in the iPhone Calendar. The other stuff stays on paper because I hate typing lists on a tiny iPhone keyboard. Sometimes I'll email myself at night so I see things when I check my email in the morning.