Ive done it before but haven't done it lately. It does help I admit, but I can remember what I squat, dead, bench, shoulder press pretty easily. I dont really care what I curl, tri pull down, etc... I usually just raise up the weight if I start getting too many reps.
But i'll restate what I said before, it does help and I would encourage newbies (can I use that word here?) to indeed keep a log of what they do as it will help in the long term (plus its fun to look back and see what you did, months or years ago).
PF