Ideas are furtive, evasive and volatile. The more exciting they are, the more they show up to tease you and then they hide. Here the simplest tip: in order to work creatively with your ideas, have a stack of letter size sheets close to your workspace to draft, note and sketch your ideas; and have another stack of 3 x 5 card for when you are on the go.
There are great tools like Evernote that allow you to capture your ideas (works great for taking a picture of something inspiring, on the fly for example), but I find that it's still hard to beat writing down your ideas and mental insights on a piece of paper. It's a simple idea that many have talked about before, but when I work with client, I am surprised to see that idea collection is still a relatively new concept, even in the most creative circles.