Is there a difference in meaning between "List of Xs" and "X list"? For example, does "task list" means the same thing as "list of tasks"? What about grammar? Can they be used interchangeably in a sentence?
Although the important distinction (emphasis on the list rather than on the items on the list) described by Dan Bron would still exist, perhaps the “X List” and “List of Xs” configurations might be nearly interchangeable in cases where the meaning of “X” is identical (requiring no additional words to clarify context or meaning) in both configurations.
The only obvious example that I can think of that fits the bill (although it does require fudging the standard meaning of the word) would be: a/your “to-do list” vs a/your “list of to-dos.”
(“wish list” vs “list of wishes” might be another example, but items on your "wish list' might be more likely to include things you'd like for your birthday, whereas your "list of wishes" might include "greater" things like "world peace" or a cure for cancer.)
For (anal-retentive) me, with an “X List,” where “X” probably replaces a noun, the addition of the infinitive of the appropriate verb after the plural of the noun in the “List of Xs” configuration is required to make the two forms more interchangeable (“List of tasks TO COMPLETE” to clarify that it’s not a “List of all tasks, whether already completed, in progress or to be completed, ” for example).
Likewise for (still anal-retentive as ever) me, with an “X list,” where “X” is probably replacing a verb (but see the dubious “to do” exemption above), the addition of the plural of the appropriate noun before the infinitive of the verb in the “List of Xs” configuration is required to make the two forms more interchangeable (e.g. “Buy List” = “List of STOCKS to buy” to clarify that it’s not a “List of all the stocks that one has bought over the years”). (Ok, ok, “Buy”/”Buys” in this poorly chosen example could arguably be a noun and not a verb, but “A list of buys” without further clarification would still sound ambiguous to me.)
Anyway, I don’t think there is a rule, and regardless, I would personally use “X List” (preferably “to-do list,” because that can cover just about anything if you include the appropriate verb before each item on the list ) whenever possible to describe things that you want or need to do, buy, visit, etc in the future.
If you do, however, insist on the "list of Xs' construction, I would recommend ADDING whatever words that are necessary to avoid ambiguity, including all appropriate verbs and/or nouns as mentioned above, and I'd even consider replacing "a" or "the" with the appropriate possessive pronoun (or possessive version of the appropriate name/noun), and even add a date/time reference to further avoid ambiguity and to get the emphasis back on the listed items: "My/Nikita's* list of tasks to complete by next Friday," for example.
*(Note that although "List of Nikita" and "Nikita's list' are sometimes interchangeable in English [that's another question, probably already asked/answered], please use "Nikita's list' here because it not only sounds a whole lot better, but it is probably the only version permitted here)
(I apologize for the length and rambling nature of this "answer," but when I realized that my intended "comment" was impossible to fit into the maximum length allowed for commenting, I gave up trying to reduce it and went a bit crazy, just like when I go shopping without the constraints and guidance of a shopping list!)