I have used moleskine notebooks for my lists and capture. I number the pages of the notebook and leave the first 2-3 pages blank. I then list my Next Actions and Project lists on the blank pages and note the page number where it is located creating a table of contents. I also place a Post-it tab on the next blank page making it easy to find for my next capture item. When a list is complete or expands, I just go to the very next blank page, title it and note it in the table of contents. If I capture something that I may want to retrieve in the future, I note that in the table of contents as well. Simple, clean easy.

Hope this helps,
Kevin S.