I find it useful to write notes during a lecture of key formulae that I don't follow or understand completely, so that I may refer to it in detail and in context later. Sometimes, I end up understanding the formula better 10 or 15 minutes later during the talk, and I can refer to the formula clearly while the lecturer has moved on to another slide.
As an amateur and a beginner, I also wrote notes by hand because my brain did not always comprehend or parse the equations and symbols correctly. Now that I am more familiar with the symbols and notational conventions, I find it possible to type LaTeX during a lecture, but I tend to avoid doing it in the smaller classrooms as the typing noises can be a distraction to others.