Instead of having a todo list, I have started making numbered todo lists starting at 1. Each list is finite (well, new things have to go somewhere but once I've done the "write this list" task it's finite) and includes only things I can do immediately (if doing something in list N enables a later step, that step goes in at least list N+1).

I don't have to go through them in order, but the numbering provides a sense of progression that one rolling list would not.