I'm a fan of OneNote for this. It's not perfect but it checks all the boxes I need and it's free. Rather than making a list of tasks I have a whole section of

I'm a fan of OneNote for this. It's not perfect but it checks all the boxes I need and it's free. Rather than making a list of tasks I have a whole section of them, and so I can attach files or notes to each one. This makes context switching between tasks fairly efficient.