I do. It's so much easier to keep track of things this way, otherwise I'd end up forgetting half of the things I want.
If you have a list like this available to you now, feel free to post it.
a) Do you keep the list in any kind of order?
b) Do you find (like me) that sometimes things get left on there for ages, when other things are bought pretty much immediately?
c) Are there any disadvantages you can think of? Apart from the obvious one that it will surely make you buy more music, therefore costing you more money.
I might post mine in a bit, lists are cool :)