I started using these really small MARBLE MEMO notebooks (4.5x3.25 in) that I found at Albertson's grocery store. It's a great size because it fits nicely into my pocket, so I can take notes or scratch down a doodle whenever necessary.
A lot of these drawings are actually done in the morning, like a zombie, while making my coffee.
To see some GREAT pigs, check out the amazing Jim Tyer comic "Charlie the Chef" (courtesy of Kent Butterworth) that Steve recently posted at the ASIFA-Archive blog.
And here's some envelope pigs...