I am a big fan of the Articles plugin by Alex King. The plugin has sadly stopped working in the last couple of WordPress versions. I have modified it to work with the current version (2.7), and you can download the modified version below.
You can see the articles plugin in action in my articles page. I still need to find and tag all posts which should be included in the list, but you get the idea.
Just replace the original articles.php with the following file to make it work again.[articles.php.zip]