I always have a journal going, in one form or another. They are constantly changing shape. Sometimes a sketchbook with lots of little drawings and diagrams, or little notes crammed into corners of my weekly calendar. I've had collections of ticket stubs, or leaves, or a notebook full of quotes lifted from books I'm reading.
One of my favorites was a little moleskine book I used right before I married John (also known as JR). I stamped each page of the book with the date, and wrote 5 things that happened each day. I can read the pages and remember exactly how I felt, where we were walking that day, how happy I was riding the subway on my way to meet him.