I do, and I agree with you! I like to keep a quilt diary of each project, and this usually includes notes on the color and amount of fabric, a few swatches, the thread, the batting type. I try to take a lot of photos as the quilt progresses along. I've even kept track of the amount of time I've spent on each quilt...it's amazing how the hours can add up! A lot of my quilts get to become gifts, so it's nice to have a reminder of what they looked like, and that bit of history to remember them by.
I like to keep notebooks of project ideas clipped from magazines. Then there's the graph paper notebooks and blank sketchpads I absolutely gotta have to scribble and color block designs.