I find it interesting to memorize things by associating them with different rooms. Almost any memory aid will work when applied correctly, and it often depends on what your style of learning is. It is easy for me to remember dates, but when it comes to a list - I need some help.
Being able to visualize something in my mind, and associating it with a certain time or place is the best way for me to remember things. My first choice is to write them down, but you don't always have that option.
I have also found that this is something you have to continually work on. Your brain needs to be exercised just like other muscle groups in your body.