Good question:)
If I'm outdoors, I use Otter. A friend suggested a voice to text app. It is really interesting what happens to copy:)
Other times I type madly into my iPhone.
At my computer, I use Notes on my Mac desktop.
Sometimes write in a notebook. Which brings me to
Julia Cameron's The Artist's Way. She suggests writing by hand on paper daily—what she calls Morning Pages. Write three pages stream-of-consciousness —whatever is in your head. These pages are meant for your eyes only. However, when I go back, there are parts that I end up sharing.