I like to record my ideas in notebooks. I like the medium-sized Moleskine-type notebooks, because they're big enough to be useful, but small enough to be carried around most places. I prefer the Leuchtturm brand to the Moleskine brand, because the ribbons are nicer, the pages are a tad wider, and they come with labels for when you're done using them. The Moleskine ones do come in much more exciting colors though.