I am but a simple bachelor, so my errands lists tend to be a lot simpler than those for people with families. Thus, this tip is NOT meant to be a knock at any of the more intelligent errand management systems that others have suggested.

However, if your needs are simpler like mine, you might benefit (as I have) from a system with a little less overhead.

I have a tiny collection of tags for errands:
@out
@out-bookstore
@out-costco
@out-electronics
@out-grocery
@out-hardware
@out-office
@out-target

When I know I need something (or will be needing something) from out, I create a task and attach one of the above tags. If it's urgent (like milk), I also put a due date on it. If it's not (like a book I'd like to pick up sometime), I leave the date blank.

If it's an unusual or infrequent errand, I just use the generic @out instead of polluting my tag space with a bunch more categories.

This works well for me because:
1) The categories are mostly very general. I don't always know if I will be hitting King Soopers or Safeway, so I just use @out-grocery. Similarly, @out-office covers Office Max, Office Depot, and Staples.

2) I have a Droid X phone. When I am out, I can just look at the Android App's Tags view. All of my @out tags sort together and fit on the screen, so I just look for which ones have numbers and look through them quickly.

3) I don't have to worry about cross-tagging. Should I put paper clips on @out-grocery or @out-office? Doesn't matter to me, because I'll probably look at both lists at either store. (I'd probably choose @out-grocery in this case because I'm there more often.)

To anticipate some questions/objections:
Q: How can you possibly keep track of everything like this? It sounds chaotic.
A: I don't have a lot of errand tasks in my system at any given time. Maybe 20 at worst. So, simple errands = simple tracking.

Q: But you're not using the ultra-awesome Location alerts!
A: I wish I could, but that won't really work for me until RTM allows me to associate many different locations with a tag, because I drive around a lot and I don't know which location I might want to visit for any given store. (Even if RTM did a lot more in this regard, it sounds too complicated for me to keep track of it properly.)

Q: But you're not using the ultra-awesome +bessier system for your grocery list! How do you put stuff back on your list without retyping it?
A: I'm a bachelor with a decent memory. I don't really use a grocery list. I walk through my neighborhood supermarket in the same pattern every time. I have maybe 30 or so common things I might buy, and my memory is jogged by just walking down the appropriate aisle. ("Hmm. Aisle 2. Do I need popcorn? Nope.") If I need something that I don't buy frequently (like lightbulbs), they go on the @out-grocery list, which I check while I am at the store.

Q: Why do you have @out-target, and not something more generic like your other @out tags?
A: Because Target is much closer to my house than Wal-Mart or Kmart, so that's usually the only store of that type I frequent. Let's not be slaves to the concept, okay?

Q: Why don't you have @out-clothing?
A: Did I mention I'm a bachelor? I might buy clothes once every couple of years, so they go on the generic @out list.

Anyway, this is what I have settled on after trying and failing with a few other ideas for tracking errands (they were all too complicated so I used them wrong or just quit using them), and it is very simple and efficient for me. Hopefully some other disorganized single person will be inspired by this.

It's so nice to have pretty much eliminated that "Dang it, I was just at the hardware store, and I got everything but the nails I really needed" feeling!

Ed