If I write down any kind of notes, that would be on paper. With a pen. Lately, I'm liking the Papermate Inkjoy Quatro four-color pen. I'd love to try a better pen, but I'd be afraid of losing it in a bathroom somewhere, so I should probably stick to the Papermate.
Tickets are in JIRA.
Documentation goes into Confluence.
Discussions tend to happen in e-mail.
Sometimes I remember to take the results of tickets or discussions and write them up as documentation in Confluence.