Capturing ideas before they get away

I need to work on this.  I get a lot of ideas (not necessarily good ones, but I need to be able to decide that later) when I'm exercising.  This is especially true when I'm biking (running is too hard--no room for coherent thought there, and when I'm swimming I use too much bandwidth trying to keep track of how many laps I've done to have any decent ideas).  The trouble is remembering that great idea until I get home.  On a recent ride, I spent the last hour repeating to myself the insight I'd had about a couple of changes in my book that would make it work better.  This one I was pretty sure was sound, and I really didn't want to lose it.  (Of course, on arriving home, I discovered that most of it had already been written that way.  Like I said, many of the ideas aren't as good as they seem when I'm high on beta-endorphins.)

I think I need to start carrying a little notebook and pen when I'm riding. (Maybe one of those waterproof journals?  I sweat a lot!).  Any other time and place, I just carry my writing notebook, but that's not practical on the road bike.  I suppose I could use a voice recorder (maybe my cell phone takes memos?  Would that cost me minutes?  Could I figure out how to do it?).

What do you do when the big ideas come, to make sure they don't slither away before you get home?  And do you find that many of them were worth recording in the first place?