I'm a great fan of the legendary free time. Unfortunately, it tends to strike in ten minute intervals. Since 2005, Moleskine sketchbooks have been my constant companion, along with fast-drying gel rollerball pens. They make a note or concept quick to capture, and easy to edit or add to later.
One of my favorite benefits of working straight in pen is no erasing or mussing afterward. I do sometimes cheat with a rough in light blue or red ink, as seen in the "Sail Skyways" image above (here used for both rough and tone). The pages communicate well and can then be scanned in and worked digitally.