Another one for the shower. Also during the three-hour drive I make monthly-ish to visit my parents.
I keep a pack of half-notecards in my pocket at all times to jot down anything I don't want to forget. Sometimes in the car if I have a really good idea I'll whip out my cell phone and record myself a note, but I find putting the phone in "record mode" to be too distracting to my driving and usually have to end up waiting until I get to a pit stop.
When I'm in the shower, I find the best way to remember things is to toss an object (like a shampoo bottle or razor) outside of the shower. The out-of-place object on the floor acts as a mental bookmark. When you see it, you'll think about what you were doing/thinking when you tossed it out, so you can then write down the idea in a more permanent fashion.
I find this also works when in bed. If I think of something I want to remember in the morning, but don't want to go through the trouble of writing it down at that moment (laziness, or desire not to wake my SO) I take my book off of the nightstand and toss it on the floor where I'm sure to see/step on it in the morning.
These string-tied-around-a-finger-type tricks only work on so many ideas at a time, though, and only function if the area where you toss things is normally empty of such objects. Tossing a book onto a floor already covered in books and papers won't do you any good.