I wouldn't bother buying (overpriced) design sketch books. Just find a couple free design templates online that work with your project and print them at Kinko's. I also get them 3-hole punched so they can be easily moved around.

Stickies are also a great way of making notes you can move around on each page and do take advantage of setting meaning to color.

Filling in with matching highlighters can also help you mark actions and flow. Plus who doesn't love a good coloring book moment. :-)