I use pen and paper -- research has shown this helps the brain understand, correlate, and retain information. (Even if my err your notes are unreadable ;) ) I'm a fan of non-textual techniques like Mind Mapping (2D bullet points) and using fonts and arrows and boxes and things. Again, this helps with understanding. Read Sunni Brown's "Doodle Revolution" for tons of ideas!
For little stuff I use Google Keep. On my morning commute I listen to podcasts and often they have great ideas I want to research later. For that, Keep is perfect: always there, distributed, and simple and fun to use.
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