I bring a spiral notebook, a blue pen, a black pen and a bunch of yellow post-it notes to class (when I was in lecture classes on the school grounds.. now every class - only 8 left! - is over the internet).
I would take notes with the black pen and use the blue pen only to write or circle important information. I would use the post-it notes to keep track of what topics were on each page by writing a key phrase and letting a piece of the post-it note hang out of the notebook... it worked for me.