Another vote for HandyShopper. I use it for my grocery shopping and for checklists of various routines. I have Daily, Weekly, Monthly Quarterly and Annual Checklists (and numerous other checklists). Plus I have a next action to review each checklist at the appropriate interval. I use the due date function of the Palm to tickle the checklist to my attention at the appropriate time. For example, I have a weekend chores checklist. Instead of cluttering my next action lists with next actions like clean litterbox, vacuum and record receipts in Quicken, I just list them on my weekend chores checklist and review that list only on the weekend. Some items are the obvious kind (after all, I will eventually notice the litter overflowing onto the floor), but it helps to have a checklist to scan to make sure I have not missed anything.
I can see the point about it being somewhat awkward to refer to your PDA while shopping, but the efficiency is amazing. Like the name says, it's handy!