Me, I mostly go the standard route. Carry a notebook with me everywhere, when one fills up, it goes into my notebook box and I start a new one. Unfortunately, this method has its downsides. Yes, I have all my ideas written down. No, I do not enjoy paging through notebook after notebook trying to find that one page where I distantly remember writing that great first paragraph or those insightful character notes.
To try to combat this, I started using my trusty index cards for more than just outlining. I have a bunch of them with the major ideas I've come up with in the last few years (i.e., the ones I've come back to more than once and keep thinking about), which I keep in a box like this. I even numbered my notebooks, and wrote which notebooks had notes on each idea on that idea's card.
However, that only works so well. Because sometimes I want to go back and find notes on one of the many ideas that were not big enough that I filled out an index card on them. Or that weren't all that big at the time, but I find myself thinking about them again and maybe they could use an index card... if I could find those first notes. I suppose I could go through all my notebooks and write every single idea on its own index card, but I fear then I might have almost just as hard a time finding anything in my little box. I might need more than one box! I have a lot of little bits and pieces of ideas.
I may end up doing that at some point, when I have a nice long stretch of free time. In the meantime, I'm curious--how do the rest of you keep track of your ideas? Any of you have some excellent method I can steal? :D