I think best when I can scribble. When designing software I always draw boxes and lines. These diagrams give me an anchor to come back to if I get distracted. They get binned once they're no longer needed. Pen and paper is the only way I do this, Visio is great for after the fact diagrams, but it's too slow to catch the thought process.
To be able to keep up with my thinking I need a pen that scribbles well. My current favorite is the Pilot G2 with a 0.7mm tip.
Just thought I'd share that ;)
Ah, scribbling enjoyment. Though I'm still partial to the extra-fine Pilot Precises. (Here in Europe, they're "Hi-Tecpoint V-2000"'s, I wonder how marketing found that better.)