For very standard, orthodox material based on a textbook, it is reasonable to not take notes and do as much engaged, active thinking-or-questioning during a lecture. One should be alert to insights (hopefully!) from the person in the front of the room, and from others, so a bit of note-writing about the peripheral things is to be expected.
For advanced courses, and for seminars based only loosely on publicly-available material, or actually intended to be _explications_of_ otherwise-opaque material, the task is to both take as many notes as possible (even if/when printed material is provided), and think as much as remaining resources allow, because without notes the words spoken and written will mostly vanish. Here I overlook the possibility that one's memory is so excellent and so practiced that one truly can perfectly remember things one does not understand. The latter possibility is very important to cultivate, but this question wouldn't have arisen at all if that were already in reach.
And, yes, in advanced courses and seminars, although I've gotten over the surprise, I am baffled at the claim that people can't usefully take notes. The usual claim is that by not taking notes they think about the material in real time. This would be great if it were usefully true, but I find that my students do not have total recall... so that mostly they have neither notes nor recollection.
Perhaps the main practical trick to learn is to be able to write, very fast, without looking at the paper, and be able to "copy" the visual layout of the blackboard (whiteboard, whatever) without necessarily stopping listening to the audio. Yes, this does require a lot of effort, but, hopefully, it gains something.
Belated Edit: thinking about (perceptions of the idea of) "learning styles"... If the material in a class is truly available in many places, and the instructor has no insights to offer, is just rehearsing it for those too passive to do it themselves, well, sure, note-taking is a dubious ritual. But, as my biased language was entirely meant to communicate, there's no operational issue there. There is of course the risk that the students fail to appreciate that the instructor offers genuinely new insights, but nevermind. A much more serious issue arises if we're talking about more-advanced graduate-level material. Of course, once again, if the lectures are mere quotations from a standard text or extant notes, with no "added value", ... sure, scant need to write anything down. However, and I think this is the interesting and most dangerous case, if, heaven willing, your instructor is really an expert with hard-to-objectify understanding of significant things, one should expect to fail to understand, or seem to understand but actually fail, or ... so having a written transcript to study later and deconstruct is incredibly useful.
That is, in the interesting/serious/dangerous situations, it's not about "learning styles", but about preservation of information per se. All my experience indicates that students misjudge the cut-off for this, too, so, ...