It's very interesting to me that most people find it hard to concentrate on a lecture and take notes at the same time. I write notes on paper in every lecture, and find it hard to concentrate my attention on the talk if I don't. So yes: I find it a good idea, but it seems this might be because I'm abnormal.
I'll bet live-TeXing would have the same focusing effect; maybe I'll try it. I've certainly had good luck typing plaintext notes while watching online lectures from the Newton Institute.