I haven’t read a non-fiction book for ages unfortunately, but for a while I was sticking post-its in the front and making page-numbered notes on those as I went: http://www.flickr.com/photos/philgyford/9499585/
I’d later type those up, so more recently I’ve tried typing notes directly into my iPhone (in Simplenote) while reading. It’s more efficient but turns the whole thing into much more of a chore — one too many devices, and the extra screen feels more disassociated from the book. Writing on the post-its was no quicker, but seemed more part of the flow of reading.
When I’m reading the LRB or NYRB I turn over a corner to mark a page and make a small tear to indicate roughly where on the page the interesting passage is. Remembering to go back and note these down before I give the paper away is another problem though.