I think it releases the mind from trying to remember the ideas in the morning. When I write the ideas down I can review in the morning with the benefit of having a good nights sleep.
You can sometimes get them free at conferences. This one from Amazon works great: http://www.amazon.com/gp/product/B000BUNMU4?ie=UTF8&tag=...
(Also fun, if you think of too many altogether... Complicates the above even further.)
The pen-light idea mentioned elsewhere is a nice addition to the notepad idea.
Most of my solutions so far usually regard trivialities. When a train of thought was genuinely worth finding in the morning, I would usually leave a relevant web search open on my phone (along with all the other things to not forget, or check later. Quite devastating is the browser choked...). Also, the display would be jarringly bright... Although, if it was a compelling enough idea, it would be enough to win me away from sleep.