Moleskine
Like many others in the tech community I've been getting into the Getting Things Done fad. Since I use the computer a lot I've been using some different computer-based systems for tracking my next actions. These are good, but they don't help when I'm out and forget things I should be shopping for, or have an idea that I need to record.
So, the other day at the book store I saw a shelf of Moleskine notebooks and picked up a pack of 3 small lined journals. I've divided one up with Post-it Durable Tabs into 6 contexts, clipped on a pen and I keep it in my pocket. The Post-it tabs are really nice. They should hold up to being stuffed in a pocket without getting bent and the adhesive will peel up without tearing the paper, so you can reposition them later if you need to resize the sections. A fine-point felt-tipped marker works best for labelling them; ball-point pen didn't show up very well.