There's always at least one moment during the process where you'll end up in a state of 'I know there are things to do but I can't remember what to do NEXT' and being able to look at your list to remind yourself that you have to peel the potatoes before starting on the gravy (or whatever) really helps with the stress levels because you feel more in control and less like you're bouncing around frantically from thing to thing.
:) ) I do recommend taking a few minutes to write down a list, though, even if it's just for yourself. I love doing big dinner parties and events, so the planning is part of the fun for me.