I use Things, which I think is great. My old trusted system was a homebrew web based app which I made. Between Things and the iPhone Calendar I pretty much have everything I need right on the iPhone.
One thing that was missing was a way to store the kind of recurring tasks that I don’t do at a specific time, but I want to do regularly. Tasks like going to the gym every 2 to 3 days, calling my Mom every weekend or cleaning up a little every other day or so. I don’t want to clutter my calendar with these (I have a lot). Also, I’d like to know how I did with them over time (% early/late). Anyway, I had this in my homebrew system and missed it, so I ported over to the iPhone—it’s called Habits. You can see more here:
http://loufranco.com/habits