I use google docs so I can access it no matter where I am. When I was younger, though, I used one of these:
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It was really handy back when I didn't have 24/7 internet access. You can buy them for, like, $30 on ebay, and a few AA batteries will keep it running for 700 hours. It has a built in spell check and thesaurus. It lets you have eight files open simultaneously, but you can save others in the background, and it can hold roughly 200 pages of text. Then when you're ready, you just connect it to your computer and transfer it all over. The only reason I stopped using it was because formatting didn't carry over, so if I wanted to italicize any words (and I italicize
a lot of words) I'd have to go back over the doc after transferring it to re-italicize everything. Also, like I said, now that I have internet access pretty much everywhere I go, it's easier to just use google docs and not have to transfer it onto my computer.