Something I always carry with me is a notebook. And I recommend it to everyone, especially as you easily forget stuff. Writing something down is still the best way to get things into your system.
I prefer working with two notebooks. One small size to put in your pocket to make quick scribbles, one large size to fit in your bag for your drawings and stories.
In my opinion the best brand of notebooks are Moleskines. The sturdy cover tends to last longer than most other notebooks. The paper is not to heavy, but strong enough to handle heavy abuse with a pencil.
The most pleasant feature of notebooks is that they hold a very personal history. They start telling a story over time: precious little journals are hidden behind a dark clean cover, firmly held together by a black ribbon.