A pencil does not have opinions about what you draw. A good notebook does not reorganise itself. Some of the most valuable tools for thinking are the ones that stay out of the way and let you do the work.
Three qualities
They are fast to reach
If capturing an idea takes more than a few seconds, the idea is gone. The best tools are always one keystroke or one pocket away.
They show you your own thinking
Good tools make your thinking visible: an outline you can rearrange, a map you can zoom out of, a page of notes you can reread. They reflect rather than generate.
They let you connect things
Most insight comes from putting two old ideas next to each other. Links, backlinks, and simple search do more for this than any clever feature. See Tending a Digital Garden for how this site handles it.
What to be wary of
Tools that do the thinking for you are useful for many tasks, but they skip the part where you learn. I use them deliberately, and not for notes I want to understand later.