At work: Org mode (Emacs)

Personal stuff: I just send emails to myself.

Something like: '[TODO] Do something ...' Then you can elaborate in the message body.

Pros:

- free

- simple

- no apps required (or: you can use any app/web client you want)

- easily done and accessible from anywhere

- auto sync out of the box

- search/filtering out of the box

- timestamps out of the box

- tags out of the box (via email tags/labels)

- groups/projects out of the box (via mail folders/inboxes)

- rules out of the box (via email rules)

- supports files, links, code snippets, formatted text etc.

- I can flag/unflag them, delete/restore, mark as read/unread and so on

- most clients allow you to add a reminder/follow up for an email (hence, reminders and notifications out of the box)