Voodoo Pad http://www.flyingmeat.com/voodoopad/ is also good for longer writing pieces - it's like a personal wiki system. It also syncs across machine.
Oh, and I always carry a little Moleskine http://www.moleskine.com/
Still forget some things though :-)
But here's the thing - it's not so much the cost (in absolute sums, it's not that large). It's whether you use it. You obviously sweat over costs; perhaps this sweating can be a cudgel to force you to write down whatever. The more a moleskine isn't worth buying, the more you will find yourself compelled to use it. Then wouldn't you be better off in the end?
In any event, I'm not sweating over costs. If it really is worth $11 more per pad, then I'm fine with that. I just don't want to pay for a hip brand for no reason.
Yes, you would. But as I said, if that motivates you to actually use it, then it's a net gain.
I carry around this Moleskine pretty much everywhere I go: http://www.moleskine.com/catalogue/classic/cahier/cardboard_...
They costs about $8 for a set of three which last me 2-3 years usually. The thing I like about this Moleskine is it easily bends to the shape of my leg in my front pocket so I don't even notice that I am carrying it.
Now, when I'm at the computer I use Noopsi http://noopsi.com (I'm the main developer) which I created primarily to scratch my own itch of having an easy to add/edit/search/share database of my thoughts and ideas.