Evernote…without a doubt…I live by it. I have a Fujitsu ScanSnap 500M scanner connected to my Macbook, and have it set up to dump anything scanned right into Evernote as a PDF. I throw a stack of papers in, and one press of a button…its always ready to go. The new clippers Evernote has are awesome too for anything from the web…and I also use Dial2Do on my iPhone, and have it set up to take my voice recording, and transcribe, and email anything I dictate to it, right into my Evernote inbox. Love it!!

plain and simple: I always(!) have a pen and a piece of paper with me, where I collect all my thoughts/ideas/new ToDos. At the end of the week, I put them in Nozebe during my weekly review.
BTW: the idea of always carrying a pen with you is not new: http://www.tubecad.com/2004/Einstein.jpg (look at his collar)

I use an Inka Pen with a folded piece of paper I print with lines (double sided, one paper will serve me for months) and made available as a (free of course) quick download at my Dutch blog http://www.eenmanierom.nl/overal-aantekeningen-te-maken-met-de-inka-pen/.

And I also love Evernote and wrote an introduction to it at:
http://www.eenmanierom.nl/overal-aantekeningen-vast-te-leggen-en-terug-te-vinden-met-evernote/.

I use the Hipster PDA (very hi-tech :-)) ). See the link at:
http://wiki.43folders.com/index.php/Hipster_PDA

Pen and paper generally works best for me, though presents problems when I’m driving. I’ve found JOTT a great tool as I can speak my idea which JOTT transcribes and sends straight to my Nozbe inbox.