Normally I'll be having a problem or be thinking about a problem and say to myself "What if I..." and if what follows is a good idea, it gets stuck in my head for months until I actually at least attempt to do it. I've had the same ideas in my head for months now. I'm slowly getting around to all of them. (Don't bother asking, they're mostly locale specific to my location and life situation. Others I don't want to talk about right now simply because I'm not in the mood. And the rest are still in "stored problem" stage.)
I'd mirror the advice of Richard Feynman. Keep problems you want to solve in the back of your mind. Whenever you come across something that seems to parallel it or seems related, do a mental check to see if it helps with any of your stored problems. If it does, great; you have an idea.