I swear by my diary. In my last management position, I would make a to-do list the night before for the following day, crossing off as I completed tasks. I would avoid carrying items over from day to day - if they were important enough, they would have been done already. Managing your email system is also crucial.
I also used the Time Management Quadrant religiously...
QUADRANT 1: IMPORTANT/URGENT
QUADRANT 2: IMPORTANT/NOT URGENT
QUADRANT 3: URGENT/NOT IMPORTANT
QUADRANT 4: NOT URGENT/NOT IMPORTANT
Spend more time in Quadrant 1 and 2 than the others, and emphasis Quadrant 2 for long term development. It works for me. There is a lot of stuff on this around the 'net, and worth a read if you're not familiar with this time management strategy.
I can't help you with the technology stuff, suffice to say I've never had anything more than the trusty diary over the years I've been in management and never needed it. Then again...I'm a pretty organised person to begin with, so that helps.
Edit: I should clarify I work in the public service so, due to budget requirements, I have never had access to a PDA. So I can't really comment on how effective it would be compared to my trusty diary.