That's kind of neat ... I'm surprised there aren't any mods that access that list and display it..

i had the same question and took a look in the world files and discovered there's a list of biomes you have been to, i'm not sure for other versions but for snapshot 14w28b go to: <name of world>/stats then if you're on a singleplayer world there sould be one file, if you're on a server you will have to find out what your UUID is. open the file that's named like this: <player UUID>.json then search for the word "achievement.exploreAllBiomes" (without quotes). it should look something like this: "achievement.exploreAllBiomes":{"value":0,"progress":["Ocean","Plains","FrozenRiver","Ice Plains","Ice Mountains","Jungle","The End","Savanna Plateau","Hell","Cold Taiga","Forest","JungleHills","Beach","Savanna","River","Cold Beach"]}
the biomes you've been to are in the list after progress.

When you hit F3, it tells you what biome you're currently in .. Like UMayBleed said, though, you probably just have to write them down, if you want to keep track. You could also wait until one of the Minimaps get updated (Voxel Maps, Rei's Minimap, etc..) and set Biome-named waypoints at each of the biomes you've visited. I've never heard of any biome list .. Also, you can go to this page, to find a list of all of the biomes there are .. but only worry about the ones that have pictures/descriptions, because I'm pretty sure some of the other biomes don't get generated in a normal Minecraft world. (For example; Frozen Ocean)

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Open a notepad, write down every biome you go in. Look at biome list on google somewhere, and try to find the ones you haven't been in