Started with the lovely and simple Notepad textfiles, but after a bit they are too simple and too hard to maintain, thus not good.
Then I used Google Notebook for a long time, was easy to add stuff, but not so easy to find it later. Plus it's still too simple for my liking, can't categorize ideas too well.
I switched recently to Evernote, which seems to be an improvement over Google Notebook, but for some reason I still don't feel comfortable with it. The fact that I can type offline and sync with different computers or read my ideas online is really welcome and handy, though.
Everytime I fall back to my paper notebook, which is also too simple and not search friendly, but I like handwriting and for some strange reason, ideas flow much better than when I write rather than type them. The real only grudge I have with it is that there is no backspace key and no "insert a new line in the middle of the text" either :(