I guess it depends on the type of lecture. Some lectures are way too fast and impressionistic to be able to take notes, and in those I seldom do. I may jot down an idea or two so that I don't forget. It's fair to say that I seldom learn anything substantial from such a lecture, although it may point me in the direction of resources from which I may later learn.

If the subject interests me and the lecture is not too fast, then I do take notes (on paper; although I would eventually like to change that) which I then scan to keep in my computer. Since no matter how slow the lecture is, it is impossible to take everything down, taking notes forces me to summarise the information being presented and this, I find, helps the cognitive process.

So, in summary, yes I think that in some lectures it is a good idea to take detailed lecture notes.