..although I leaf through many travelguides before departure, the only thing I take with me is a michelin green guide. It fits discretely into my modest sized handbag and it is not heavy...I will keep a list of restaurants and addresses on a piece of paper...I really find the greenguides essential so that I can quickly check hours ect or if I am "wandering" and pass by something which looks interesting I can leaf through the book and learn a lttle more.

Right now I do a combination.
I take a guidebook (usually Eyewitness) with me everywhere and have notes and/or torn out pages from other books. Yes, it is a bit confusing, but it seems to work for me.