Does telling students to take notes in high school really help them learn better?
The lecture is a very inefficient method of training.  Passive, linear, etc.  Working problems, reading texts, doing examinations is much more active and time-efficient.

If you really want to get max value out of a lecture, read the text ahead and work the exercises ahead.  The lecture then is refresher and an alternate viewpoint.  Your notes will only be of something unexpected (as the text is available and familiar for expected things).  

P.s.  Of course, this as on oft written on topic and a Google search and review of the results would be a more active way to analyze it.  Rather than asking here or some other answer site.  Sort of analogous to the student in lecture, no?