Just watching The Book Show on Sky and Will Self has made the comment about 3 minute memory - if something is not doubly backed up, eg, by writing it down, it is not transferred to long-term memory and is forgotten within 3 minutes. So it is important for writers to carry a notebook.
I don't, but then I rarely have anything worth remembering when I'm not already in the process of writing. If, howver, I break away to save the chips from the oven, I often find myself dashing back to the laptop to jot a line or two down before I forget it.
I keep meaning to start carrying around a notebook. I end up with my bag and pockets stuffed with post-it notes and things scribbled on the backs of envelopes.
I find cheque books are good for writing notes on - it's not something you're going to lose, and, these days, it's not something you're going to use for its originaly purpose either.
If I don't write it down in 4 minutes I normally forget what I wanted to say - unless I keep repeating the word or phrase until I've written it down. To this end I've used napkins, waiters' pads, backs of envelopes, the margins around a newspaper, the back of receipts, conference notes, but always prefer my trusty journalist's notepad - which proves perfect for writing poems/jotting down ideas. I try to only write on one side, so that I can always add more at a later date - either to advance an idea or to self-crit/edit/expand a poem.