'Twas brillig, and the slithy toves did gyre and gimble in the wabe

What I've started doing is I'll print out a list of where all the heart pieces/gold skulltullas/poe souls are, and then as I trip across them while playing the game I'll mark them on my list. Then, when I get to the end and I've got, say, three heart pieces still to get, I know which ones I've already found and so don't need to recheck everywhere.