My solution that has been most effective is to have a small pad and pencil available in each and every room of the house. As I'm involved in a project and another idea hits, I immediately write it down, put a date on it and stuff it in my pocket. There. I won't forget it now and can stay on task.
At the end of the day, I take all those slips and put them in a box. Occasionally, I'll sort through them and prioritize those more important ones (or ones I really, really want to do) toward the top.
I get so much more done this way and I'm not walking around with all that in my head.