It seems like Evernote is what you want. It allows you to take notes and link pages, and it's free up to a fairly high amount of data storage.
I would like to chime in that this is a really good piece of software. I've thought about writing an entire discussion post about how much this helped me "get organized" after trying many other solutions.
If you have a smartphone, you can sync photos of any important papers, notes, signs, menu items, etc. to the Evernote servers, where they will not only be immediately available from your other devices, but they will also be automatically text-parsed and the text made searchable. So even if you were lazy and, say, snapped a picture of your renta...
I'm interested in keeping a notebook to check my ideas / knowledge on subjects. For example, if I wanted to find out whether there were anything in the notion of ESP that was worth merit, I could create a section titled "ESP", where I'd keep copies of research papers, critical commentary on methodology, questions, personal experiments if any, and so on. There might be some appendixes or cheat sheets with common errors in thinking and information about them, notes on the scientific method/philosophy of science, statistics formulae for estimating error and likelihood and doing hypothesis testing, maybe a few inspirational quotes. I'm pretty busy, so it might be a very backburnered project, but I feel like it could be useful. I can already see some benefits and disadvantages, eg it can be on subjects a person might like to keep private, like dating, overcoming psychological issues, sex, and so on, but peer review might not be as readily available.
Any thoughts on the format or arrangement for something like this? Is anybody doing anything similar?