I've been playing around with notes, clippings and favorites to do something like Mark Barnes shows in one of his videos for collecting or documenting sermon thoughts and research. I've really wanted to have everything in one document, and as many have noted notes isn't that functional. I've come up with a process that I like so far that uses a clipping file or document for the passage I'm studying.
- I open a new clipping document and name it the passage, e.g. Luke 15:11-32.
- I open the Outline Bible, highlight the outline of the passage, and add it to the clipping file.
- I then use the clipping and its note section to pose questions I want to ask the text and do further research on.
- As I find useful information in my logos library or on the web, I add it to the clipping document and use the note section to add my own thoughts.
- I have a section of Favorites called 'Passage Clippings', and I drag the clipping file there, putting it in canonical order.
- I also tag the clippings.
- I end up with clippings files arranged in canonical order with all my research for each passage in one document, and the whole thing is searchable.
- The only thing it doesn't do is mark the passage in the Bibles with a notes box, but I've never found those to be all that useful for me anyway.
I'm sure there are lots of pitfalls with this approach, but so far it's working well for my needs. I'd be interested in comments or ideas. Maybe if the idea holds up I will learn to make a video. 
Dudley