You should keep a research notebook, regardless of whatever other system you have for notes. The format of the notebook is up to you; it can even be public (see Carl Boettiger's as an example of an electronic lab notebook). it can be created in programs such as an iPython or Jupyter notebook, or even a more specialized program such as Findings.
If you choose the pen-and-paper route for your research notes, and want to have the added flexibility/security of taking your notes with you (and also because it's good practice to do so), you should consider getting a scanner and making regular backups. You can then import these into a product like Evernote, Onenote, Circus Ponies Notebook, or MacJournal.
If, If you are using LaTeX, your options are somewhat limited, as most of the major tools for notebooking really don't support "live" LaTeX. Then you'd be better off using something like Aquamacs as a holder for your "notebooks" (LaTeX documents), and then using one of the above packages (or something like Papers or Paperless to organize the resulting PDFs.