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My general rule is "OmniFocus for stuff I want to disappear when I check off; OmniOutliner for stuff I'd like to keep around." So my iTunes shopping list is in OmniFocus; my Local Restaurants list is in OmniOutliner. Depending on the list, I either:

1) Leave it parallel and don't assign contexts to the items when I add them. Then, during my review, if I decide it's time to act on one or more items, I give them contexts and let them show up in my other lists. Great for a someday-maybe type shopping list, like "books to read." My list doesn't clutter up my day-to-day contexts, but at review time, if I know I'm about to finish whatever else I'm reading, I can queue up a new book, so to speak.

2) Leave the list sequential and always give items contexts. I use this for my "read later" list where I dump web pages I don't feel like reading at work. That puts exactly one item in my "computer leisure" context, and it forces me to read the stuff I save FIFO-style.

It all goes back to why you're keeping the list in the first place, and it's all about making a hard-edged DA-style "Is this actionable, and is it actionable right now?"-type decision.