I don't use software. I have tried some and always come back to paper.
I use file folders for my contexts, and write stuff on jr pads or letter pads. I also have each month on 8x11 sheets that I bought at an office supply store, and one 11x17 for each week.
After reading "The Now Habit", I block out my week in advance on an 11x17 sheet that I made in Excel that has 7 days and 48 half hours per day, showing the every half hour of every day over the next week. I block in my sleep and my tv shows and when I plan to be where.
I can sit down during breakfast in a restaurant without my laptop and go through my paper system. I like that.
When adding the contexts to the tasks on the project list, do you really add the context to every task at the same time? Even if each task is dependent on the previous task being complete?
First...I do not "add contexts to my task list". I write tasks onto context sheets of paper. I was showing above an example of how an absolute beginer could transition from writing out task lists to writing out context lists. So...specifically when you do your weekly review, every action item has a project, a context, and maybe has a depency (another action item that needs to be complete before this one is started). When you do your weekly review you need to think about this.
Above is an example of how to START GTD for the absolute beginner who is used to writing down tasks. Now I just write tasks down on context specific sheets of paper.
But I think there is a huge question inside your question. Some people listento GTD on CD or read GTD and get so focused on the NEXT ACTION that they miss that in the weekly review you do not stop at the next action. Think about it. If you have 15 projects to complete, you have 15 next actions, one for each of those projects, but then you have the next next action and the next next next action etc. You write all these down in the weekly review. All the actionable items that you know need to be done.
Some of these actionable items require a specific sequence, and others could be done in any order.
When you plan, you think, what is the next action, then what is the next action, and you come up with an action item list. Then, or when you are writing it down, you asign a context to each action item.
I go outside GTD in that even if my action items for one sub-project do not have a required sequence, I decide when I plan what sequence that I will do them in, and write them down in that order. So, my action item lists are context specific and have a sequence, either required by the project type, or scheduled ahead of time by me.
Pure GTD would have you sit down, decide your context, look at your action items, and pick then what to do next. Based on your interest and energy level.
The goal is stress free work. To be able to sit down knowing that if you follow your plan you will meet your deadlines and commitments. And to not mix planning and working.
My mind can start thinking about too much and keep me from getting things done. If I have already planned, my mind is less apt to wander to start thinking about the plan, because the plan is done.