JustDave: I too have a lot of trouble trying to stick to my to-do lists. It's stressful too. I always end up making lists, sometimes as long as an A4 size paper, only to realise that they've become worthless midway through, because I've started to change my priorities, according to how much time I can possibly allocate for all. Then I make a new list and the cycle continues. I still keep some of the obselete ones, just to show myself how my arrangements, circumstances and requirements are never absolutely fixed.
For me, the only way I relieve stress is to complete the most urgent tasks at hand. Nothing else will do better for me. I prioritise the tasks according to how urgent it needs to be done because the stress I get from this is usually the fact that the most urgent matters aren't done yet. Urgent can mean tasks that are nearing deadline/s (or overdue), tasks that precedes other major tasks, etc. What works for me is that I'll start by listing down the most urgent tasks in my mind (I make sure I can 'see' the tasks 'line up in a single file') and arrange them according to the level of urgency, the first being most urgent, while the last being the least urgent of the few I've noted. Once I'm done with that lot, I'll move over to the less urgent ones and so on so forth. I feel it's a lot easier to handle small bits (little chunks) at a time than to tackle an entire truckload of tasks to complete.
A list won't do here either. I've tried. The level of urgency will change with time too. So the list will need to be updated very frequently. I'm not good at memorizing (I've forgotten a lot of my piano pieces that I've re-learnt several times) but I can remember a few or a handful at a time.
I know my brother who is INFP won't do what I do, in this matter and I know perceptions can greatly differ among individuals. I find it is more efficient for me to start by looking at all of the options that I have and gradually zoom in closer to more minute details when I've sorted out the bigger picture first.