Mostly, I haven't bothered because it means remembering to carry something else with me. As a person with dubious short term memory, I find it hard to remember essentials like my keys, or purse, let alone 'optional extras' such a a notebook or pencil.
Also, I tend to have so many ideas for writing that I never suffer from writer's block (I do suffer from blogging block, but that's another blog post - if I remember)...
Just recently though, I've been plague by late night writing inspirations. Particularly in relation to this doctoral work. I have just finished up one section of creative writing, and now am moving on to something which is quite different in flavour. I'm moving from writing third person, past tense, to writing first person, present tense. The ideas are rushing at me like chooks after corn.
This doesn't make for a relaxing lull into the slumber at night.
Last night after tossing and turning, and trying to let go of scenes, words, and images, I gave up and found a notebook and pen and wrote down as many ideas and passages as wanted to force themselves on me, and finally I was able to get to sleep.
Sometimes the note taking process isn't about remembering, but about purging a busy mind so the writer can get some rest.