I've kept a journal from day one. I write my stuff on a note card as I do it, then file them away when I get home. I also include the time it took for the entire workout, the date, and sometimes body weight.
I've been working out for 19 years and have kept track for about 9 years. Nothing fancy, just index cards and not very organized..some I even have thrown away and sometimes I get lazy and just don't write it down. My hubby has been training for 23 years (went from 160# in high school to 270# currently) and he has always written his w/o and now uses a composition notebook. I don't think it's a waste of time or something odd because we made the best gains this way.
I just keep it in a little spirally notebook from the grocery store. I can always push for one more rep, one more set or 5 more pounds if I keep track of what I did last time. And I can tell when something is just not working. Let them laugh... and they do.