Due to the complexity of modern software development, you absolutely have to use software for agile project management. For the simple reason that the human brain cannot by itself separate the trees from the forest, cannot zoom in to be able to concentrate without distraction on a current task, then zoom out by degrees to see the various bigger pictures.
Any software you feel helps you is fine. The lighter the better, generally speaking.
Since one of the most important considerations is that it all be as close as possible to the code, and allow full traceability from requirements to commits and back, my latest experience is making use of GitHub itself for a self-contained, light agile process tracking experience.
You can take a look at an open source example here: https://github.com/victorkane/lit/issues
Right now it is a work in progress, but shows appreciable use of Github’s issue tracking, wiki and code viewing interface (click on the milestone tab too! you can assign issues to milestones (“sprints”)) , then visit the wiki and see how the user stories (complete with a template) are linked between the wiki (which can be downloaded as a repo) and the issue tracking system.
I am interested in comments, and please share if you are using a similar approach.