I do. I even create variation trees with XMind.
example:
I use the Notes tab to make comments, erasing them as I go and they become irrelevant. On the other hand, when working through books, I like to load the PGN into a GUI, put it into training mode where the next move is not visible and then use a notepad (pencil and paper) to make observations and ideas before I uncover the next move. I never considered using a spreadsheet. I might try that sometime.
I have started writing down my thoughts on a notepad with a pencil while notating the game as well. it is really giving me insight into the game, and I am beginning to see blunders more often.
@MJ4H
THAT is amazing. I am installing XMind on arch linux RIGHT NOW. I think I'll be using it for many things. Thanks for pointing out this gem! Luckily I didn't have to make a PKGBUILD, it's in the AUR. (arch mumbo jumbo...)
I do on occasion, usually at a critical juncture when it's hard to decide which continuation is best, and you can't tell until 10 moves later if your move works or not. More often though I've been keeping notes not only to help me decide, but so when I go back over the game in 3 months, I'll remember what I was thinking, and what I saw, and what I didn't see.
For 98% of my moves though, no, I don't keep any notes. Usually 2-3 moves in a game, and only one in 4 games or so, if that.
How many people write out their thoughts and different variations for their online chess games? I keep an Excel spreadsheet to write out my ideas and continuations for each move. Anyone else do this, or do you do it all in your head?