For inspiration that strikes me while away from the desk I used to keep a moleskine in my bag, but once I got my iPod touch I just started using the Notes app. It's not as personal and engaging (or as @tim says, reliable) as writing down notes by hand, but it's one less thing I have to carry around with me. Haven't graduated to Evernote yet because in iOS 4 I have all new notes default to my gmail.com account. As a result, they show up in gmail filed under a "Notes" label so they're accessible pretty much anywhere.
Oftentimes I haven't a clue about how I got to a final sound. That is unless I know that I'll need to recreate the process multiple times for additional FX. When using TDM /RTAS I'll typically build on multiple tracks, re-record to the appropriate # of channels, then Hide and Make Inactive the build tracks. Its a relatively easy way to not only backtrack, but also keep track of sounds I built vs sounds I pulled from the library.
When using AS, I'll jot down what I use as I go on a legal pad (which is always nearby) and save new presets as "soundname-process order" e.g. "Devil Wind-A", "Devil Wind-B", etc. When I'm finished I'll then create a new piece of silence about 1-2 seconds long above the AS'd file (select an unused section in the timeline then hit Opt+Shift+3) and rename the silence with the order of AS plugins I used. So I wind up with a file called something like "Devil Wind Q10 RComp PitchShift TLSpace PitchShift." I very rarely run out of characters and if I do I just abreviate, pull spaces, or make a new silence file (or realize I've gone too far). I'll typically mute the region, but it's silence so it really shouldn't matter.
This is also a great way to import/export marker notes. I'm not a quickkeys user but I'd imagine it would be easy to script something that creates a new mono track, goes to the first marker, copies the note, selects +:01 on the new track, makes a new file, renames the file by pasting the note, goes to the next marker, and repeats?