It depends, but if I want a long term record, I usually write my notes in a small notebook I have for the purpose. Sometimes if I'm shooting 4x5" I'll write my notes in the white space on my Grafmatics and transfer them to the notebook later. I find the notebook most handy for travel shots where I want to keep track of locations or for studio shots where I want to keep a lighting diagram.
For 8x10" and 11x14" I'll either use the notebook or blank Post-It notes. Post-It's are handy, because I can transfer the note from the filmholder to the lab receipt if it's color and finally to the negative sleeve in the file, or sometimes I'll re-write the info directly on the sleeve.
I suppose that if I wanted to be really efficient I could carry around neg sleeves and write my notes on them when I shoot, but I don't usually sleeve negs immediately. I file them temporarily and decide which ones I like and discard those that I don't think I'll ever print.