I've been using wunderlist as my GTD tool for a long time now, 2yrs+ maybe?

I've set up the following lists (in this order):

50k - purpose
40k - vision
30k - goals
20k - AoF
10k - Projects
@Agendas
@Anywhere
@Computer
@Contact
@Errands
etc
Someday/Maybe
Tickled Reminders
...

you get the picture, pretty standard format really. I set a due date for things that need to be done urgently (ie.today) or on tickled reminders. I use the star for things I consider Important. If you're familiar with Covey's Urgency/Imprtance matrix, then this allows me to overlap this with my GTD structure.

It doesnt link Projects to Next Actions, but I use my weekly review to ensure things are working smoothly.

I have three things I wish they'd sort:

1 - I can't schedule recurring tasks for weekdays only
2 - you can't access the web version from 'older browsers' meaning I can't access it from my work computer (but have it on my phone and ipad anyway)
3 - There's no easy way to "delete all" completed tasks, so once a week I go in an manually remove them.

Can't think of anything else off the top of my head, if you have any questions, give me a shout.