I keep a space pen in my pocket at all times. A Field Notebook in my back pocket, and I'm always ready to write things down.
Great decision.
Edit: http://www.youtube.com/watch?v=bypi7h6WOGg This is the video of stuff Adam Savage carries on a daily basis. Interesting if you are a gadget nut.
I found a Stanley screwdriver that is great to carry around in my pocket. I used a bit of Instamorph to build a clip for both and now they don't slide around in my pocket!
I love this stuff.