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If it's so hard to remember the milk, you could always use Remember the Milk. Their tagging functionality makes it very simple to choose multiple contexts, and it's compatible with everything. They even have Gmail task manager integration and offline access. There are also Firefox extensions and Greasemonkey scripts to make it work the way you want it to.

However, I think Omnifocus' planning and project management functionality blows RTM away, but that's just me. I agree with Keone and Toadling's understanding of contexts and projects, but if RTM fits your workstyle better, it is a great web app. My projects are just far too complex to manage in RTM anymore.