It really depends where I am. If I'm on the computer and the idea strikes, I bring up sticky notes and go crazy typing up my notes. I just have to remember to right click on the icon and close out that way so that my notes are saved. More important ones are put into Notepad/Wordpad.
Then I have a notebook in each room of the apartment, one in the truck, and one in my vest pocket along with a pen accompanying said notebook. They're tiny enough to not take up much room, and if I get a idea I'll stop what I'm doing and write it down. Though sometimes, I have to hunt down the notebook for a certain idea just so I can type it up! Doesn't help I lose them either.