I'm right with you on having something to use to capture thoughts.  I'm pleased with the iGizmo my kids gave me as a birthday present a couple years ago, although I also keep small notebooks with me as well, or use check deposit slips that otherwise go to waste  (our oldest son called them "Mom's notepad"). 

I find the iGizmo good for making notes in dim places, although I refrain from doing that in theaters.  I have many very scribbly pen & paper notes from when I've seen something intriguing during a movie or play.  It's harder to write in the dark than one would think.

I should be called "The Queen of Paper and Pens" because I'm lost without them. I learned a long time ago that, if I see or hear something that I want to remember, I'd better jot it down or it may be gone forever.

I always carry a small notebook and pen in my purse and I have a tablet and a writing utensil in every room. The small pad of paper and the pen on my nightstand get a lot of use because some of my best ideas come to me just as I'm about to drop off to sleep. And, really, who wants to get out of bed and go searching for something to write with?