I haven’t used any on line ones beyond the trial period. But I do use OmniFocus, a GTD application. I lets you itemize projects into step by step tasks. I find it great for when I have a multi-step project. The only thing is it might be a MAC only software – can’t remember. But I like that it syncs between my iPhone, Mac and iPAD.
Franklin – Covey has an online based one but I never liked the look of their interface. I need “pretty” software or my visually inclined brain won’t stick with it 