When I occasionally go to e.g. Part III maths lectures or grad classes here in Cambridge, the students (a seriously smart bunch!) are almost all still using pen and paper. A very few use fancy tech in class, but that still seems very much a minority pursuit and not significantly increasing in propularity as the years go by (and remember, Cambridge students are typically not hard up: they can usually afford some pretty nifty hardware/software -- the place is awash with MacBook Airs ...).
I think there is a good reason why they are sticking with the basic old-school methods I picked up ... gulp! ... fifty years ago! Serious real-time first-pass note taking should quickly become second nature, and running annotations/corrections are so easy with pen and paper, not to mention mini-diagrams, arrows, comment boxes. Combine that if you like (and your lecturer is OK with it) with photos of the whiteboard at key stages. Some lecturers will distribute handouts -- again handwriting on them is a good way of taking additional notes.
And then after the class, the process of writing up revised notes as soon as you can -- now prettily LaTeXed if you like! -- gives you the all-important opportunity to think through and consolidate the material before the next class. Your mileage, of course, may vary: but this two-step process anecdotally still works best for most people. I warmly recommend giving it a go before trying anything more techie.