I have been using personal wikis for a while. Between all the options available out there I prefer two over all the others.

The first one is Tomboy. Tomboy is a Gnome application written in Mono and it works great. You just need to write things in a window similar to a notepad and you have all links you want to previous notes (or future ones). Is just like a wiki but in your desktop, for personal use. I have like 200 notes on my tomboy. However this is a Linux based application. There’s a Windows version coming, but no native Mac OS X yet. You can compile your own version if you want, but it is a little bit tricky at the moment.

The other one is Tiddlywiki. Tiddlywiki is just a web page, you don’t need to install it and you can carry it with you in a pendrive. I like the idea and it seems to be very powerful. However, I just prefer a proper desktop application (as Tomboy).

If you don’t find these application useful enough you can check for a more complete list in the wikipedia.