Pencil and paper is terrible because you can lose the paper. I want my notes backed up to the cloud, with backups replicated across at least two continents.
I've experimented with a bunch of tools for extracting copies of my issues and pulling them down locally, which is easy thanks to the GitHub API.
One that's particularly fun is a GitHub Actions setup that copies the full contents of each issue thread into a file in the repo itself. Then I can "git pull" to fetch my backup!
I still don't have any of them running on a cron at home but I might set that up some day.
Any local notebook, including pencil and paper, is better.