I like these, particularly this one, though sadly no USB

I like Notepad++ for my Desktop PC for jotting down throw-away notes (like an electronic post-it note).

Over all, I like the good'ol fashioned pen and paper. In a close second place is marker and whiteboard. If I really need to digitize my writing, I can just scan it or take a picture. Pens are cheap, replacable, portable, versatile and don't require any batteries... And supposedly, they'd win in a sword fight ;)