I usually write jot notes of dreams I had in a paper DJ whenever I wake up, so the dreams stay clear in my memory. I then type them up on my Dreamviews DJ here. Some people keep solely a paper journal, while others type them online as soon as they wake up, skipping the pen and paper entirely.

It's important to journal as soon as you can after waking, so you don't forget your dreams (even the lucid ones). Like Domition said, you can often recall small details later on in the day, but make sure you can remember your dreams until then, be it by writing them down or typing them up!