I think the tradeoff here is one of speed versus “proximity to the final destination.”
Like you, I want to capture stuff quickly. I have an “inbox” container in my main Tinderbox document that I keep open in its own tab. If I’m willing to spend a second or two to navigate to document and tab, and enter something, I do. It’s not instant, but the note is reasonably close to the destination (it’s in the same Tinderbox document, at least).
If I want to take a note instantly, then I use OmniFocus’s Quick Entry window. That lets me type in a note title and body if I want, and it files it to the inbox. Then at some point I can transfer the notes from OmniFocus to Tinderbox. Drag and drop works one-note-at-a-time, where it’ll set the $Name, $Text, and $URL (although I clear the URL since I’m deleting the note from OF anyway). It would be nice if it handled multiple drag-and-drop gracefully, but it doesn’t as of today.
So basically what other people have said. There’s capture time, and organizing time. If you’re willing to spend a tiny bit of organizing time upfront, then an inbox container in your TB document works great. If not, then go for the quickest capture method you can find, whether it’s OmniFocus, DEVONthink, nvALT, or something else. I like OF just because it’s on my iPhone as well.
As for “notes on the current note”, the footnotes are great because they create a link. I just treat the automatically created “Notes” container as a mini inbox.