That's a very vague question and depends of course on the type of person who is answering.
Personally I always learn the most by writing something down. Sometimes all it takes is just a single line and everything's clear, but if I don't write this single line down, I just don't see it.
If the lecture itself is very dense and/or chaotic, it may be a good idea to take notes so you don't get lost in the flood of information / chaos. Of course in this case your notes should be in your own style. Just copying the blackboard doesn't work if the confusion comes from there. ;-) A Professor told me just yesterday "The best lectures are bad lectures": One learns most if it is necessary to check everything and think it through for yourself. (Of course this is very time-consuming.) Lecture notes are a great help for this task.
But as I said: That's all a matter of personality. Other persons need to hear something if they want to memorize it. For such persons it could be better not to take notes and concentrate on the lecturer instead.
