I keep a short stack of lined 3x5 index cards (held together with a binder clip) in my shirt pocket. Along with a pen, they are great for capturing notes, phone numbers and action items when I'm away from my calendar or computer.
It's hard to tell when a though will pop into your head. The index cards make a great capture tool.
They are easy to tuck in a pocket or purse and they are inexpensive too!