Two answers for you, Matthew :
- the geek answer : buy a PDA like the cool Sony Cli� (yes, I have one) or a PDA-like phone like the Motorola A388 or the SonyEricsson P800 (no, I don't have one)
- the non-geek answer : use, ahem... a paper and a pen ! It's always ready for use, and smaller and lighter than any electronic device you'll be able to find ;-)