I second the "numpad" approach: for short numerical sequences (license plate numbers, addresses, etc.), I visualize a telephone dial-pad, and my fingers pressing the numbers. I feel the order my fingers make, visualize the blocks being pressed in sequence, and even the DTMF[0] frequencies, trying to incorporate multiple senses into the visualization.
For grocery shopping lists, I simply take the first two letters of each ingredient and try and make a nonsense (yet pronounceable) word out of it. The more strange / fantastic, the better, as it seems to be more memorable that way.