Research thoughts are like a tree. Thus linear options like notebooks don't seem to work that well. I would suggest writing all your thoughts on loose sheets and filing them like how you would store a tree in memory. Each parent node keeps a pointer to its children. To mark new nodes in the file, use those colorful stickers that can be stuck on pages which can be seen when the file is closed. These stickers can contain labels, like "new approach 2." Since its a file, you can add extra pages whenever you feel like, and rearrange sections to make it coherent whenever you feel like.