David Allen's Getting Things Done system recommends keeping a someday/maybe list of all the projects you haven't committed to yet. On the Tools For Thought blog, Andre Kibbe warns against letting it simply become a procrastination list.
You also don't want it to grow too long: Review it every week, asking yourself what can be deleted. Indeed, if you aren't deleting some things, you may not be reviewing it carefully. Avoid letting any fantasies creep on to the list, but don't be too practical since someday/maybe projects are ones you may not be able to do today but hope eventually to.