What works for me
I write notes in class, it's a lot easier as sometimes I need to copy diagrams + teachers comments that I rush to take note of.
Then when I get home I review my notes by re-typing them onto my computer and making them neat for later referral close to tests and exams. (notes I write in class are incredibly messy and full of scribbles)
Notes on the computer are also good because you can edit it copy and paste it, it's safely backed up.
I think you should try both and see what works for you...
If you are making notes on computer use onenote or evernote, making word docs is such a hastle and you lose files quite easily, whilst everything is so in one place and easily accessible if you use an actual note taking program. (I prefer onenote but Evernote is still pretty good and its free)