Many studies concur that the act of taking notes dramatically improves your ability to remember what you wrote, even if you never look at the notes again. You generally don't have time to transcribe a lecture like a stenographer would, so note taking requires you to understand the material enough to summarize it and describe it in your own words.

Don't rely on your notes come quiz time, if you can get away with it, but by all means do take them during the learning process. And in the real world, you're allowed to refer back to your notes as often as you want to.