A whiteboard and strickers are the key. The first step is to dedicate some part of your whiteboard to task management. Then divide the part into three areas: (1) Pending tasks, (2) working tasks and (3) closing tasks. Finally write your tasks on stickers an pin them into the respective areas. Additionally I use color markers to indicate projects and other activity lines. It helps me to order the tasks mentally.
Whatever task management technique you choose, I believe key factors are simplicity and flexibility. Simplicity means reduced overhead to organize your tasks. Flexibility means being prepared for most situations. Both factors lead to an effective technique. In particular, this holds for my current work environment and probably for many others as well.