...is actually something I do very badly. :D
I'm not, generally, very organised (if my wife were reading over my shoulder she'd be laughing her head off about now), and I do tend to rely on my (usually pretty good) memory for things to take notes.
Of course, this doesn't always work on the internet - URLs can be non-memorable, and, as I mentioned in a previous blog post, links can 'rot' due to servers dying, URLs changing - while I don't always remember URLs, I do often remember the search terms that got me there... I do sometimes use this blog as a note-taking device, but trust me, you don't always want to know what I'm taking notes on (I do have other hobbies...).
Since I'm currently multitasking on a project build ('Bloody Omaha') and campaign/project research (Sharp Practice in its War of the Roses variant), I figured I probably ought to do a better job on the latter :D So I dug out the copy of Evernote [disclaimer: link is a referral link from my account] I've had installed on here for ages, and hardly used since about 2009...
Evernote runs on Mac and Windows, as well as iOS and Android. Usefully, it cloud-syncs to a central account, so your notes are available on every device you have the app on. More usefully, really, much much much more usefully, it's smart enough to turn web pages into clippings, so when some clever forum admin thinks he doesn't need to take backups and that page you carefully bookmarked goes away forever (me? bitter much? oh heck, yes!), you still have a copy.
It comes with a little browser plugin on the Mac that allows you to clip part of a page, as well as a menu-bar icon from which you can take notes, save images, record audio memos...
All in all, it's pretty powerful. And I probably should have been using it a lot more!