Paper is probably the best, as you can write freely, draw, scratch, rip, and other physical activities that are quite fun. But, unless you get a small notebook, it gets hard to be with you all the time. You could also scratch on a smart phone device, like Samsung S Note app. But when I am working in my laptop, I do not like to have to take the phone to add or remove entries. So, next natural step is to use a tool that syncs tasks between devices.
Wunderlist is cool. Cool enough for me to use it for some time. It has the fun fact that it keeps finished tasks scratched, just like you might do in paper. Nevertheless, the app is (or was, when I tried it) quite limited. You could have different todo lists, but it was hard to see them all at once. You could add some manual tags to tasks (I did that for some time), but it got boring. And it wasn’t easy to sort tasks. You needed to, somehow, change its date.
I tried for some time Evernote for that. It allows to add tick boxes to your notes. But again, not easy to see all tasks in one screen, unless you add them all in the same sheet. And if you do, it gets complicated to manage the order, and the categories, with lots of cut, copy and paste.
So, recently I am using Any.DO. It is also available for Mac, Web, and Android, so easy to sync around. And it has three main ways to see your tickets: per category, per time, or per importance. And in each of these three views, you can sort easily your tasks just by moving them around. I am very satisfied (for now, at least) with it. But I still wonder how much more fun and efficient it might get with the paid version. But a monthly (or yearly) subscription is not exactly what I want right now. Nevertheless, if I could buy the app (and not a service) I might be buying it soon.