Most do, but some, like Planner Girl, don't. Some students claim that they can pay attention better if they don't write anything down, and that may be true for some people. That's fine unless they're leafing through something unrelated to the class and obviously not paying attention to me and to others who are speaking. This also extends to not picking up the book when I am (or their classmates are) referring to a specific passage. I'm not talking about reading newspapers; they don't read newspapers in my class, because that makes them the recipients of my full and lavish attention (questions directed to them about the book we're reading, requests to read passages from the book, etc.), which they decidedly do not want.
But why should it annoy me? It's really my problem, not theirs. They're not being disruptive. They're just not paying attention.
I keep seeing students and even some professors chime in on the Chronicle's boards and elsewhere to say something along the lines of "I don't care if you pay attention. The college is paying me to talk and impart knowledge, so that's what I'm doing, whether you listen or not." The student version goes like this: "I'm paying $$$ to go to school here and take the class, so whether I pay attention or not is really my choice." (And again: my students are nice. They're not disrespectful in this way, and this doesn't seem to be their attitude.)
Well, here are a few reasons I'd like to give them for taking notes:
I still don't think I should be annoyed by their reluctance to take notes and don't penalize them for not doing so. On the other hand, there are usually advantages to taking notes (see last bullet points), and if they make that discovery on their own, so much the better.