As I mentioned in a review of the Easy Task Manager for Mac OS X, I've come to prefer an application named TaskPaper.
TaskPaper takes an interesting approach of letting you work on a plain-text file with custom tags. Possibly the best features about TaskPaper is that it looks like the normal paper lists I normally make, and also lets you cross completed tasks off the list, giving you that good old feeling of accomplishment.
The current release of TaskPaper is 1.0, and that tells in a few areas. First, there's very little help available. Second, I'd sure like to be able to hit a simple keystroke to say "I'm done with this task", and I don't think that exists. There is a shortcut for deleting a task ([Apple][k]), so hopefully a "done" shortcut will be available soon.
As mentioned, TaskPaper takes an interesting approach in saving your data in a plain text file with custom tags. This seems to help it integrate with other applications, like Vim, TextMate, and Ta-Da List. Since I've managed to keep using TaskPaper for four days now, I may try these soon.
One criticism: the first time I tried to create a new tab the application crashed. Fortunately my data file was not screwed up. After a restart I was able to create a new tab, but it copied all my existing tasks to the new tab. That was unexpected. I expect a blank page.
One last criticism: I think the price is too high for what this product currently does. The approach is very creative -- so kudos for that -- but I think I can re-create this product in just a few days, so I'll have a hard time paying $18.95 for it. Wow, it's hard to say that it isn't worth $20 ... I guess I'll see if I'm still using it 10 days from now.
Follow-up
It's several days after my TaskPaper trial expired, and despite the fact that I really like the application, I don't miss it very much. Maybe I'm too old-school, but I like tracking my tasks with pen and paper, and that feeling of crossing them off. I find that I stay much more focused that way.
(FWIW, I either use index cards, or a small spiral-bound notebook. I like the notebook a little bit better, because then I can easily go back through my list of tasks from previous days.)