I keep track of the plot, but loosely. For each run I prepare some details that I think I'll need if I have the time, like systems, opposition, etc.
I keep a copy of character sheets so that I know what they're capable of (generally).
I track contacts down to a general idea of their personality, quirks, what their goals and stuff are sometimes. I let players flesh out their own contacts if they want, so it's a bit like learning a part.

Major NPCs get tracked as they relate to any given run or to the plot in general.
Locations, I make general notes to let me describe it on the fly, and I make note of anything super important that's to be found there.
Runs, it depends on what it is. If it's pregen, then I kinda follow the format laid out in MJLBB and then flesh it out. If it's part of the "main" game, then I'll have pretty copious notes depending on what's going on. If I'm winging it I just try and make notes as I go.
I've been doing this in Wikidpad, which is a stand alon wiki type program. Been pretty nice.
Crap. I need to prep for Saturday's game.