This is the heart of the requirement. I never know where I will be (or what I will be doing) when I think of an idea. Paper solutions tend to be the best in this area - I used to carry a small notebook and pen that I could either carry or keep in my pocket.
Thick client software applications such as OneNote don't work as well here. Although a laptop is smaller than a desktop, it isn't convenient enough that I will always a) have it with me and b) have it on and ready to capture a note before I lose the thought.
Not only can I not predict where I will be when I have an idea, I also don't know what kind of idea I will have. Software solutions have a slight edge in my mind, as I can easily save documents, web pages, emails, photos or written notes into them. Paper has the ability to naturally record written notes or drawings as quickly as I can think them, but storing and retrieving other items on paper is more of a challenge (and usually involves printing them from another source anyway).
Evernote solves all of these issues and so many more. Anywhere I am, there too is Evernote. At work, I have the web interface (and web clipping Firefox add-in) and the desktop client on my PC. At home, there's an OS X version of the desktop client for my Mac. Anywhere else, I have the iPhone client - oh, the iPhone client. I believe I need a separate post just to talk about that.
No matter which client I use to capture my notes, they are synced to the cloud - automatically and instantly. I don't have to worry about my notebook or even (Heaven help me) my iPhone being destroyed and losing all of my ideas and notes - I can still access them from the desktop client or on any computer with a web browser.
The variety of items that can be captured, tagged, searched and retrieved in Evernote is truly astounding. Text? Duh. Pictures? Of Course. Web pages? Voice memos? Scanned documents? Check, check, and check. In fact, for pictures and documents Evernote will even parse out text from the item, making it searchable.
Evernote is such a part of what I do everyday, that I will certainly be mentioning specific uses in future posts. In the mean time, if you don't have it - get it!