Yes, always. For me, I'm what people usually call a "visual thinker" I have to see things visually for me to understand them. So usually I do a lot of drawings and sketches and notes.
But one thing I do after, which I think is important is to convert those things into a digital format, usually by taking a photo with my phone, put it on a online note tool (evernote or similar) because if you make some notes or drawings at home... about something for work (that you just had an idea) you will probably forget it at home.
And if you try to use the GTD methodology (getting things done), one of the important rules is to have one source of truth, one place where all info is.... (cannot be ur brain).