Sometimes if I am feeling way too serious about what I have to get done, I draw my lists with colored markers on cardstock -- dry cleaners, dress; grocery store, fruits; hair appointment, head -- and so forth. It's fun to do and then I put it out the night before and have a good laugh in the morning.
I also find that if I am writing in my journal and a list just spontaneously starts to happen, I have struck gold! That list is a call to action for me and enumerates my next steps, often things that were not in my conscious mind.
So lists are never agonizing to me -- it's when I don't make them that I feel agonized!