One very interesting approach to managing projects, popular among the Agile community is Kanban.
To go to the simple explanation (if you want to learn more start with wikipedia) the idea would be to:
1. Know what we have to do (No news for GTD practitioners)
2. Limit Work in Progress (This is the core of Kanban)
3. See what is done
The interesting part is the idea of limiting work in progress.
One of the difficulties of all personal productivity theories and practices is the complexity of choosing the next action or knowing what priorities to set. Since many times the correct action depends on your personal values, your personal goals... an that is still a difficult exercise for most.
Back to Kanban: Focus is what limiting Work in Progress offers. A complete overview is what the whole Kanban picture offers.
I am of course not the first one who is trying to use Kanban as a personal productivity tool. Consulting companies, software companies and books like: http://www.personalkanban.com or http://kanbanery.com (please comment if you know more) are very interesting to check.
My implementation so far: personal organization is crucial, specially important when handling multiple and very different projects. Even if synchronized with the cloud, I use outlook as the most relevant input and analysis tool of my to do list. In order to implement a few Kanban ideas I created additional categories (apart from the ones I already use: Outlook allows for multiple cateogries for tasks): "Kanban-Backlog", "Kanban-WIP", "Kanban-DONE". I organize my tasks per category and see my three new categories in one single view.
2 extra sub-categories I use (at the moment in the Kanban-Backlog) are "Waiting For" and "Waiting For - Followup". Many tasks I am responsible for are dependent on input from others, some need a follow up from me and some are simply in this category waiting for input from others, no matter when it comes (that's the reason for separating both).