I've not always been a good logger but I had to start in a committed way when my control began slipping due to old lady hormones. I find it invaluable now and it has become part of my daily routine. I log with paper and pen using a small 5 1/2" x 4" spiral notebook (small enough to fit easily in a purse). I keep it on my desk at work, right next to my OmniPod PDM (which I use as my meter also).
My log format is similar to LaGuitariste except that I also make notations of things related to my Dexcom cgm or OmniPod pod changes. I make notations like "new Dex sensor start" or "Dex ??? - restarted sensor" or "Pod change".
I include meter readings, grams of carb, what I ate and breakdown of insulin bolus - carb, correction and total. If I go low, I make a notation if I was shopping or exercising. I also note hormone related symptoms like hot flashes because that affects my blood sugar also. You could also make menstrual cycle notations.
I use the Dexcom and OmniPod software and print out the reports, which are helpful, but I find it easier to see "why" something happened by looking at the details in my paper log.