Taking notes for a research paper can become chaotic and confusing. A little organization will help you a great deal to avoid duplication and/or loss of materials.
You should keep a master list of what you are looking for. This should be alphabetized by title of book or journal. You can use this at every library you visit. Mark off the titles as you find them.
Keep a list of the articles and books you have found so you don't make duplicate copies. The list should include everything you have found, including the books and articles which didn't turn out to be useful.
I use a stenographer's pad to actually take notes. Since it is bound, my notes never get separated from the citation. Some people use notecards since they are easier to re-organize in the order in which your outline will fall. However, you will have to be more careful of citation preservation if you use notecards, possibly linking each notecard to a master bibliography.
I like to keep my bibliographies -- (1) looking for; (2) found; (3) will be used in paper -- in a computer. Citations are easier to juggle around, copying and pasting, and list revisions can be easily printed out.
The basic message here is to do a little thinking about your organization before you get started. It will save you from headaches down the road.