I've been using jott.com to get things funneled to the appropriate electronic system. For me it depends on where the idea needs to go. Jott is great for getting things into my personal and work systems (which I have to keep detached from one another with the exception of my calendar).
If I get a work idea while at work I write it down on a piece of paper and place it in my inbox on my desk or if I am at my computer I may place it in Outlook Tasks if it has an action tied to it.
If I get an idea that covers something I need to do outside of work then it gets placed in my Franklin Planner in the appropriate context. Sometimes this is the @ideas list.
The key is that during my weekly review I take a look at all of these lists and give these items some thought and decide what to do with them. Sometimes they go on my Someday/Maybe list and sometimes they become a project.
There's no one right answer but the key is getting it into your trusted system in some way so that you can review it when appropriate and make decisions on it.