GTD & Outloook
I used the GTD & Outlook setup guide (available in the Connect Setup Guides) and it's worked well for me. What really makes it functional for collecting (a.k.a. removing resistance) are hot-keys to pop up a new tasks dialog for quick capture. Outlook has it's own built-in shortcut that works if Outlook is running and is the active program. I've set up Launchy (which is a great efficiency enhancer on Windows for many other reasons) that will pop the new tasks dialog anytime.
So, I get a new thought, hit a couple of quick keystrokes and it's recorded in Outlook (& categorized too if I want to process at the same time)