I do both, and it’s heavily dependent on what the purpose of the note is for.
I keep a yellow legal pad and mechanical pen. Stuff that goes on the pad are usually the ultimate in throwaway notes. Scribbles that are wholly transitory.
Then I have a digital note management system (Obsidian.md) and use it to maintain a personal journal and Zettelkasten.
Some yellow pad notes might flow into Obsidian, but not always.