Google has added a new task management feature to Gmail as part of Gmail Labs. To enable Tasks, go to Settings, click the Labs tab (or just click here if you're signed in). Select "Enable" next to "Tasks" and then click "Save Changes" at the bottom. Then, after Gmail refreshes, on the left under the "Contacts" link, you'll see a "Tasks" link. Just click it to get started.
Take entering a new task: just click in an empty part of your list and start typing. No buttons to click and it's saved automatically. Hit Return and you've got a new task right there.
You can also easily convert emails into tasks: select one or more messages and go to More Actions -> Add to Tasks. (Or turn on keyboard shortcuts and use <shift> + t.)