Syndicated crossword puzzlemaker Merl Reagle describes how he uses index cards and pocket-sized notebooks to capture ideas about new puzzles while he's out and about, in the excellent documentary Wordplay.
Reagle's crosswords appear in the NY Times, and he's a total puzzle fanatic (witness the crossword mural in the background on his living room wall.) In the clip above he describes how he writes down puzzle ideas wherever he goes, and sometimes it can take years for something he scribbled down on index cards and in his notebooks to make it into an actual puzzle. This clip didn't make it into the movie, but it's included in the DVD extras. All hail the Hipster PDA!