Write notes on paper with pens or pencils, in the traditional note-taking method. If this is comfortable for you and you feel confident you can get all of the information down in time, there might not be any reason to take notes in a different manner. Write clearly so you can decipher your notes later.
Record the lecture with a tape recorder or digital voice recorder, either while you take notes or in place of taking notes. Or listen and take notes later. When you have your professor's voice recorded, you get everything from the lecture, and you know you aren't going to miss anything. Take regular notes if the professor uses visual aids, so you can describe the visual aid in the notes or even sketch it out.
Use a pen that automatically saves what you've written. You can find these pens in school supply stores or even in some discount or department stores. They make a digital copy of the notes that you take, so you can write notes in the traditional manner and transfer them to your computer. These are specialized pens, which are actually small computers, that transfer your handwriting into a digital copy you can see later. They contain a computer chip similar to a jump drive that you can put into your computer to read the notes later.
Type notes on your laptop, but check with your professor first. Some don't allow laptops because students go online or get distracted. However, if you trust yourself enough to concentrate on your notes, you might be able to type faster than you write.