I have a file-box that contains a color-coded folder for each of seven or eight someday-maybe categories (broad enough that it would be hard to come up with something that didn't fit into any of them) and toss ideas into the respective folder.
If one particular idea/plan starts getting a fair amount of stuff, I create a file folder specially for it, in the same color as it's parent category (and immediately behind that category folder, with the hanging folder-tab in the same position).
I try to review this entire box at least once a month-- it's too much to review weekly (so I have a special "pending" list for projects/tasks that I want to do within the next month or two, so that they don't get lost in the shuffle.)