I write my mileage down once in a while when I remember. Sometimes it's in a spreadsheet when I get to work (I use it to keep notes on my commute, any interesting things that happened that day, if my wife rode out to meet me on the way home, etc.). Sometimes I just write it in pencil on the garage wall next to my workbench.

I really only record it so when the battery in my bike comp dies I have a pretty good idea where my cumulative mileage was.