The Art of Project Management and how to do it

Which is the best To Do List / Task Management application that also has Project Management features ?

Each of the different system we tried had many awesome features, but none of them seemed perfect to us. After a short time, we'd abandon one in lieu of another and felt like we repeated the cycle endlessly. We tried others and spent much time simply updating an Google Spreadsheet. We've often been frustrated with the lack of a "perfect" application (for us, of course - We know this is a decision of needs).