Paper. Only that beats rock in some important field of human interest.
I like a 7 x 9 black Blueline notebook. The hard cover helps to write everywhere. The binding flattens itself so that I don't have to keep it open with one hand.
Index cards with box. The best laptop around. The easiest way to note while reading. Still working after getting soaked up.
Sheets of paper. Nice for sketch sketching, or drawing drawing. Take photographs of them and you get an instant visual support for a slideshow.
Clips. Tie all of the above somewhat together, obtaining a funky PDA. Reuse covers of old notebooks to create notepads.
Pen. Carry it. You might use it. Paul Auster said it, so it's an existential truth.
My favorite is the transparent Bic pen. Less than a quarter per pen. Always working. Caps can help do lots of things. You can lose them and you won't regret it much. Unless you're Paul Auster.
Sometimes you need something more. For index cards I use Pilot Fineliner. If you write on your head, there is the Space pen. A grey permanent pen can write on black stuff. I have lots of black stuff.
Drive. Carry a USB key, along with your pen. Temptation to make backups from time to time will then occur.
