I tried handwriting notes several times in my math classes. It did not work well. I am not a fast or neat writer, so it was always a desperate struggle to keep up. Many professors preferred not to distribute any notes or slides, and loved to lecture on the board at lightning speed (writing and erasing at least a dozen boards worth of material in 50 minutes). When I switched to typing my notes in LaTeX (using vim) it made all the difference. I could actually keep up with the professor and think about what they were saying without getting hopelessly behind on the proof.

The strategy of only writing down the important details that everyone advocates does not work very well in math. I can't know what the important details are until days or even weeks after the lecture, when I've had enough time to digest and work through the material while completing the assigned problems. Of course, this is much more true at the beginning of a course (when I've had no prior exposure to the topic) than it is at the end.