I keep a note book for keeping notes and then I have a list of tasks on a piece of graph paper.
Another Benefit to keeping track of these things on paper is that it isn't as easily hidden as an Excel document is. When my tasks have a physical presence I tend to remember that they exist which helps with reminding me to keep track of my progress.
Paper obviously has limits. For example working on paper in a team is much more difficult. In team based situations I like to use a Dry Erase Board or as recently discovered during the game jam, Sticky Notes. Paper also has the downfall of not being electronic so backing your tasks up doesn't prevent them from being lost or being thrown out accidentally but that happens very rarely. Call me a Cave Man if you want, Paper Development is super rad.