The system doesn't matter, as long as you USE IT
Articles about productivity and efficiency tend to focus on specific tactics, tips, tricks and other things you can use to "get more done." Rarely do they talk about what to do AFTER you've implemented those tactics. You can download software, purchase a Moleskine, create folders on your computer, but none of that matters if you don't consistently and effectively use the system you've chosen to implement.
After reading countless books on productivity and testing out many different systems, I've realized 2 things: first, there is no one-size-fits-all system and second, the actual mechanisms matter far less than your ability to use it with consistency over time. Of course, there are some major tenants that should be present:
Get everything out of your head. Per David Allen, those moments when you make a mental note to remember something later only serve to clutter your brain. Get them out and put them somewhere: a digital tool like Evernote, Asana, OmniFocus; a Moleskine, Rhodia, BaronFig notebook; post-its or other scraps of paper, whatever it takes and whatever works.
Organize the things you are capturing into logical buckets. You shouldn't have items that are awaiting responses from someone else in the same category as the top three things you need to do tomorrow. You don't want a restaurant to look into for a special dinner next month on the same list as major work projects that you need to keep track of. Create sections, pages, notebooks where each of these things can be recorded according to the type of project or item.
Ensure your tasks and lists are accessible. When I see people writing notes into random pages of a notebook with no system of organization, it makes me cringe. Granted, I have an undiagnosed case of OCD and probably go further than the average person, however, I would argue that writing down notes that can only be found by searching one page at a time is actually less efficient and causes more stress than if you didn't have them in the first place. I highly recommend checking out Bullet Journal if you like writing your notes and to-do lists on paper.
Regularly clean out and update the above list. In my opinion, this is by far the most important aspect of any successful system. Not only is a never-ending list of things you need to get done not particularly helpful, but it can be downright depressing. On the flip side, doing a complete scrub of all my lists and tasks on Friday before I leave for the day sends me into the weekend energized, de-stressed and already looking toward the following week.
To summarize, choose a system based on your own preferences: if you like paper and pencil, use a journal; if you like the ability to drag and drop items, upload files and attach screenshots, use software; if you are always on the run and have difficulty keeping everything in one place, use post-its and an inbox on your desk. Get it written down, organize it in a simple way, clean it up regularly, and most importantly, USE IT!