How you keep your lists is a matter of personal taste - and it will probably vary over time. I suggest you try a few different ideas and see what makes you feel productive and happy.
At the moment I'm using a whiteboard for my overall goals and a day-to-page diary for my daily to-do items, but I've used different methods and places over time.
Have you had a look at the range of to-do lists and goal planners in your
Library of Resources, especially under
Productivity & Time Management?
You might like to print out a range of these (daily, monthly, weekly, goals, to-dos, etc) and keep them in a binder. Invest a little time each day in your planning and become aware of how you like to work. Over a few weeks you'll evolve a system that works well for you.
Let me know how it goes.
M