Post-it notes for notes that have a lifetime of a few hours or less.
One of my notebooks for notes that have a longer lifetime, for math, for figuring things out, for diagrams.
Org-mode for planning, documenting research, and structured note taking.
Stylus on my phone or laptop for drawing diagrams by hand that I need to share with others. (Also this is the best way I've found to practice my penmanship without wasting paper for no reason.)