I gave up using pen and paper, simply because paper is too fragile and I am trying to build up a puzzle collection. So I made up a new grid on excel where every cell is divided into four and photocopied it. I then laminated 6 of these grids and added two clear plastic sheets over each grid and stapled them together.
I then had 6 little books with each bottom page the laminated grid and two clear pages on top. They are about 4 x 5". I use a permanent fibre pen to fill in the number clues on the laminated grid, then on the top page I can work out the clues and fill the numbers in on the middle page. I use the divided cells for putting in options and the middle page for solved cells.
When the top page is all filled in and I don't seem to be making any headway, I erase it with a tissue and ethanol and start again. Somethimes I find I have made a mistake and entered a number on the second sheet incorrectly, then I can erase it or maybe start all over again without disturbing the grid. As I have 6 of these books, I usually have them all working at the same time and if I get stuck, I leave that one and go to another with fresh eyes.
It probably sounds complicated but it took me about 10 minutes to make them and they make solving so much easier!