Yeah, I'd say carry around a little recorder. Apparently, they make ones that are about the same size as a credit card and record 1 or 2 minutes of audio, which is pretty handy and small enough that you can carry it around always and not have it annoy you. Or even little flash memory sticks which are MP3 player/USB drives/recorders with a built in mic.

If you have this around you always, whenever you get an idea, you would then record it. If you're not near a guitar, hum, whistle or sing the melody, and record yourself describing the song and the arrangement, whatever it takes so that you can recreate it when you get back home.