One thing I have worked out about my failures in time management is the work/home/not at work/not at home series of divides. I try to use a Palm Zire, a Nokia phone, Outlook (home and work) and scribbled lists in pads/calendars/diaries and on bits of paper to keep track of everything, but I cannot use anyone of these except the last to keep all my diary and task information together. I often wish that I could have one to-do list/diary that I could access and update from anywhere - pen and paper wouldn't work, I'd never manage it, and I wouldn't get nice ringing/vibrating reminders for things I had forgotten!
UPDATE - 30/10/2004
Funnily enough, here's John Udell chatting about much the same thing!