Mind mapping software is the best thing I've ever seen for doing this. It's free and awesome to keep track of ideas, tricks, sets, jokes, etc.

do a google search on FreeMind

I have a paper notebook(s) but eventually I try to get everything into FreeMind.
Here's an example:

Once nice thing about FreeMind is... if you have lists of ideas/jokes, etc. in a different application, you can copy and drag them into freemind and it will make a separate node for each item in the list.