I always keep paper around me to jot down ideas, sketches of interfaces, uml, whatever. The problem for me is retaining the content of the paper for later use, and being able to find it.
I tried a OneNote on a tablet PC for a while but having to wake/boot a sketchpad before capturing your thought just doesn't flow. I also tried OneNote (great program) on my main machine but the mouse and keyboard just isn't conducive to sketching.
What do you guys do?