I don't use a notebook anymore, I created an Excel Spreadsheet where I program my workouts and note on my cellphone the reps-sets and weight of each exercise I'll do. On the gym, if a weight is too heavy and I miss my target reps and/or sets, or if I decide to do a different exercise altogether, I take note in my cell and update the excel sheet when I get home. I find it's easier to organize and visualize my gains this way.
When I did use one, I stuck to a small notebook, kind of like a diary. IMO any type will do, as long as you can write and read your own handwriting.
What do you mean by "setup"? Do you mean how to organize the training log?