The primary two methods that I use to capture information is by taking notes and by clipping and storing web pages and PDFs.
Today I mostly use Tiddlywiki, OneNote, and Standard Notes to take notes and Evernote for clipping and storing information. My use of these applications has evolved over time. I've been using Evernote the longest and then moved on to OneNote, Standard Notes, and Tiddlywiki. I continue to use each one of these apps for different use cases.
Experiments
Reference
Welcome to the Note Taking Apocalypse 
promotes wiki-style links in notetaking apps.
Twelve Best Note Taking Apps page
Welcome to OutlinerSoftware.com . This site is for anyone interested in outlining, PIM, and knowledge management software. Please feel free to browse our discussion forum, and register if you'd like to post yourself.
This Federated Wiki site pulls together my notes on Personal Knowledge Management. See About this Site for jumping-off points into the content.
Examples
Places To Put Stuff