Jenny,
I've never had a PDA but am kind of intrigued by the idea. My system is very old-fashioned and actually works pretty well for me. I use a month at a glance spiral bound calendar with fairly big squares. And then my grocery lists and to do lists go on small pieces of notepaper (not post-its). I usually place the lists right in the calendar so it's all together. The only thing is, it's not portable, so I can't use it when I'm out and about.