I write notes to myself.
If I'm at home, I'll typically put them in any number of notebooks that I have around. I'll rouse myself from near sleep to send myself an email with my phone. If I'm at work, I grab a piece of scrap paper and scribble down the thought, or the web site, or the book, or the article, or the product. I have to search my pockets come laundry day, or these scribbles, in varying colors of pen, are shredded to bits. Lost notes are lost thoughts.
Sometimes, of course, when I find these notes, I have no idea what they mean. Zombie teabag? Hallmark channel? But sometimes making up a new answer is just as fun.