I've been taking my digital camera to the range with me. I take pictures of targets I've shot so I don't have to store a lot of paper when I want to remember what load did what etc. I plan to annotate them at home using image manipulation software but it's just as easy to capture hand made annotations you've made on the target itself. You could also make prints and include them in a notebook.
I have had problems doing this in the cold weather however. In case any of you aren't aware, NIMH batteries go flat quickly in cold weather. For this reason I keep the camera in my truck until I'm ready to use it and then turn it on and transfer it to the inside of my coat. I only bring it out in the cold to take the picture.