I start with the quickest and easiest tasks first. Making the list look smaller, regardless of the work load, is a mental trick that will make you feel less overwhelmed. Then, I'll try to schedule certain days where I can get things done. I ensure that I am not putting too much on my plate at once.
If there is something that needs to be added, I will write it down, regardless of what else has to get done. Whether I add it now or put it off for another week doesn't really make a difference to me.
I pretty much always have an active to do list. It can get really long, but I am usually pretty good at handling it. If there is ever a time where it is stressing me out, I'll ask my boyfriend to look at it and see if there is anything he can help with. He's really good about it and can usually knock a few things off the list for me.