All students seem to accept that they should take notes during a lecture. However, they don't think about why they are doing this. Most students think that the reason to take notes is to have a reference for later, but we know that the real reason to take notes is to make your brain process the material. As a result, many students frantically write down computations instead of thinking about what is going on -- and reserve the "thinking about what is going on" until later!
Ideally, students would not write down every little thing said by the instructor, but would take note of important facts and also write down many of their own thoughts and questions.
What methods have you actually tried in your courses to help students learn how to take effective math notes? I'd welcome success stories and otherwise.