David Allen is fond of saying that
GTD is not a system, it's a systematic approach. Step 1 is the idea of systematically collecting or capturing whatever's on your mind and getting it into a trusted system in some kind of inbox for dealing with in Step 2, called Processing or Clarifying. The first myth I want to dispell is that you can have one inbox to rule them all. Would that it were true. I'll take you on a cook's tour of my current array of inboxes in my systematic approach to life and all its inputs, but be forewarned that you might be horrified at just how many there are! It's a non-trivial task to keep them all empty, let alone actually getting around to doing anything. The second myth is that you can computerise your system entirely. Sorry, that's not going to happen either, at least not in this decade. We'll see why soon enough.
Let's start with a few of the obvious ones.
Email
If you're like most geeks, you'll have multiple email addresses and multiple ways of accessing them. I won't go much into this here because it's well covered all over
the interwebs. Suffice to say I'm a huge fan of the whole process of actually emptying my inboxes on a regular (every day or so works for me) basis. I'm also a huge fan of - gasp! - email-free days. I know this may be just about the weirdest thing most geeks can imagine, but I dare you to try it. I have empirical evidence that the world does not end even when I do not open anything remotely resembling an email client for 24 and even 48 hours. If you try it and don't achieve a Zen like state of focused productivity resulting in an immediate pay rise, please see the usher for a full refund.
Voice Mail
I've heard it said that twenty years ago only really important people had mobile phones but now only really important people don't. There's a Freud's worth of therapy research tied up in our addiction to the ubiquitous electronic erstwhile status symbol. All I'll bother to say here is that if you're an iPhone user, double-clicking the power button on the top sends the caller straight through to voice mail. Ah, that feels much better. Extra points if you don't even look at who's calling. Like David Allen often says about your mind, your phone is a fantastic servant, but a terrible master, so I encourage you to work out who's the boss of who.
Paper
Wasn't the world suposed to be paperless by now? While we're waiting, we of course need a systematic approach to handling the paper input in our lives. You probably have a letterbox on the street where
your favourite magazine gets delivered. If you don't live by yourself, there's probably an informal ritual of grabbing the mail and distributing it (mine is unopened most of the time) to its various recipients. There'll be an equivalent process at the office, but for our purposes we'll assume that paper that's personally relevant to you gets collected somewhere.
I have two main paper inboxes (three if you count the entire surface of my desk at work). The first is one of those little plastic tray things at home that lives in a drawer because they can get pretty ugly. Here's what it looked like the other day:

My very kind wife will put my mail there as well as receipts for things she's helped me acquire, as in this example there are some tickets to a stage production of
Lazytown at which my daughter will be dressed like so:
I also have a portable manila folder called "IN" that is always with me, or at least it's always in my backpack. It's done a lot of miles so it's a little the worse for wear as you can see:

This comes out of my backpack and onto my desk at work each morning and comes back home at night. If I take notes during a meeting in my (always present) paper notebook, I'll rip out the pages at the end of the meeting and put them in here. If someone hands me a business card, it goes in here. You get the idea. It gets emptied every few days.
Computer Files
I have a directory named "gtd" on my computer and one of the first things I do after my sexiest GUI on the planet launches is to open up a 1960's style shell in there and leave it open. That's a whole topic in itself that I'll leave for another day, but I'll just point out a few things about this very simple directory. On Mac OS, you can drag it to your sidebar like so:

This means that it will be available as a convenient place to save and load things from in every application. You can also drag it to your dock like so:

This gives you a convenient drop location for files from every app as well. Emails that are going to take some time to read go here in my system. Windows users can probably do something similar but I'll leave that as an exercise for those less fortunate.
By the way, one of the simplest and most commonly used commands in that shell is called "collect". This is simply for capturing a random thought that I'll need to process later. All it does is fire up
my favourite editor and put a timestamped file in my gtd inbox. If you want it, it looks like this:
#!/bin/sh
# The collect command is used simply to collect thoughts and place them in the inbox
# The command creates a dated file in inbox and lets you edit it with whatever content you wish.
date=`date +%F-%H%M`
file="inbox/collected-$date"
$EDITOR "$file"
This won't work on Windows without some help from an operating system simulator like
Cygwin, but you get the idea.
Now for some of the more geeky ones.
Voice Notes
I used to carry around a pocket sized notebook and pen for jotting down random thoughts while out and about. In the interests of having fewer things to put in my various pockets every time I leave the house, I've long since abandoned that in favour of taking voice notes on my phone. I currently use an app called
Recorder on the iPhone and it's highly recommended. I keep it on the dock so it's always handy. When I get around to updating to iPhone OS 3.0 I'll take a look at the built in one but I'm not a day one kind of guy for that sort of thing. I used to use a
Motorola Razr V3i and for anyone still using one, here's a tip: the built in voice notes app has some lame memory limit that means you can only take about ten voice notes. I got into the habit of using the video recorder for voice notes because it's only limited by the total memory on the device. I would still hold it to my ear like I was talking on the phone while recording a note, so you get to watch weird sideways and slightly slanted videos of random street scenes while draining your voice notes inbox. Try it and see if you can pick the location where you had the thought. Any non-geeks reading this should just go away now.
BTW, if you can type fast enough on a pokey little device to keep up with the stream of thoughts in your head, it's not your typing that's fast; it's your brain that's slow. Go the voice notes.
Receipts
If you're at all anally retentive financially, you'll collect little bits of paper while you're out on the town that you need to do something with later. There are two basic types of these in my world: ones that are mine and ones my boss is going to reimburse me for. These don't go into the aforementioned paper inbox like you might expect. These go into separate sections of my wallet like so:

This feeds into my weekly habit of balancing the books using the
recently discontinued Microsoft Money. Perhaps the fact that I'm still using MS Money 99 has something to do with them being unable to make money at that game. Sometimes software just doesn't need any more features and all us geeks could maybe learn something from that. I'll leave that topic for another day because I'm trying to limit this to the "collect" phase of GTD and it's long enough already.
So called GTD systems
Whoulda thunk we'd have gotten this far without talking about
Things,
Omnifocus,
Runwayor
Remember the Milk? Isn't "geeking things done" about using a new and cooler GTD software app each week and re-dumping your entire life into a completely new system as a way of endlessly procrastinating on the things you're in denial about needing to actually do? That certainly is half the fun, so we'd better take a look at them, at least from a collection standpoint for now. Religious wars on the merits of these apps bore me and I make no assertion that I know them all equally well, so if your favourite app is not mentioned here, I believe there are still 2^lots-1 domain names under which you can start yet another GTD blog and talk about it to your heart's content.
The reason we've made it this far without talking about so-called GTD software apps is that life is just more complex than any one of them can cover. It might not always be this way, but right now it is for me. Either the technology will have to get better or my life will have to get simpler for one of these apps to be all I need. That being said, I can't live without one of them. My two current favourites are OmniFocus and Runway, so I'll describe their collection mechanisms here. BTW, my experience with OmniFocus on the ipHone is that it is just too darn slow to start up to be useful at all.
OmniFocus has a ubiquitous capture input box that looks like this:

You can hook it up to a custom keystroke but it only works if the app is actually running. The cool thing about it is that if the thought you have is well formed into an action, you can fill out the project and context, etc, and have a new action in your system in seconds. If not, just type a name for it and it will end up in OmniFocus' own Inbox for later processing.
Runway is a web app, so it's a little different. Thankfully, there's Twitter integration, so you can use
Tweetie (you do use Tweetie, right?) as an equivalent to the OmniFocus capture box to create an action using the
Runway super-quick action syntax like so:

Setting up Twitter integration is an extra step for Runway users described
here. Runway also supports the idea of
forwarding emails to it with the subject being parsed in the Runway action syntax, so that gives you another generic capture tool too.
What's the point?
In geek speak, what inbox philosophy comes down to for me is asynchronous batch processing and *not* synchronous event handling. Don't leap to respond to emails as soon as they arrive; batch them up until you get at least a dozen or so and can use a ten minute break from whatever you're doing to drain them. Same for phone calls; make a conscious decision about answering the phone, not a knee jerk (or elbow jerk) reaction to pick up the call. Multitasking is just plain evil, especially for geeks because a lot of the context switching we have to do involves large and complex mental models that are held together in our minds in a remarkably fragile and transient way. The cost of reassembling them after an off topic phone call or email, even assuming you *can* reassemble them, is significant. You're wasting your boss' money if you keep letting your mental model collapse and have to keep rebuilding it just because a trivial email arrived. Think about it that way and you might find any guilt you feel about your less than optimal responsiveness goes away. Just as in software design, sometimes scalability is more iportant than responsiveness :)
If you've made it this far, you really should get back to work. Good luck with getting yourself set up to never lose an important thought again without wasting that brain the size of a planet on trivia. Get it out of your head asap so you can focus on something more worthy of your wetware.