XP & Vista Warning: Scheduled Tasks requires you to have a system password, which will be required every time you boot up.  While TweakUI can bypass the password in XP, I haven't found a program for Vista, so you may not want to commit to having to enter a password every time just to get Scheduled Tasks to run.
 

It's got the big, ponderous name of 'Scheduled Tasks', but I prefer the term "Windows Alarm Clock".

Got a doctor's appointment a month down the road?  Want to make sure you catch that TV special in a few weeks?  Just can't forget to make that important phone call bright and early next Monday morning?

Let Windows Alarm Clock help!

Scheduled Tasks' primary role is to run programs at a pre-set time, i.e., you're scheduling a 'task'.  A classic example would be something like a disk defragmentation program running in the wee hours of the morning; a program that would interfere with your normal operation and takes a while to do its thing.  So, you tell Scheduled Tasks to run it at 3 am.

And one of those programs you can run is Notepad.

So, whip out Notepad, scribble down "doctor tomorrow 9 am!", save it to a permanent folder and name it something like "remind1.txt".

You'd then load 'remind1.txt' into Scheduled Tasks and set it to pop open the day before the appointment.  Or maybe an hour before the TV special, just so you can plan around it.  Whatever feels right.
 

Win 7:  One of the odder things they did with Win 7 was removing Scheduled Tasks from the Control Panel.  Might as well make such a handy program harder to find, right?  It's now been renamed 'Task Scheduler' and is in Start Menu, Programs, Accessories, System Tools.

To set up a task, click on 'Create Basic Task' and follow the steps.  Once you understand the new procedure, you can just click 'Create Task' and do it manually.