I don't use checklists in the air - emergencies are not the time to be pfaffing with checklists! In terms of 'Leaving the Circuit', 'Downwind', HASELL, 'Finals', etc - I just run from memory.
Things do occasionally get missed
, but I try to make sure it's just minor things! In an emergency, I'd try to do everything by memory and if I had a pax, just get them at a convenient moment in the emergency (if I get one) to sing out items from the list as a double check to ensure I hadn't missed anything.