I use Remember the Milk for all of my task management activities. It's a great help to anyone that is looking to implement David Allen's GTD System. The application is extremely useful. Once you get a handle on all the accesskeys (shortcut keys), you can manage the system very efficiently.
I love the application because of how fast you can maneuver through it. It has mobile/PDA support as well!
The developers at Remember the Milk continue to impress. They launched a tool that allows you to integrate with Google Calendar. It's like two of my favorite online tools coming together. Read their blog to find out more.