You really have to write your dreams down immediately, or large parts will be erased. You probably already know this; you wake up, remember a dream, you think you'll remember it later on but by the time you write it down somehow large parts have gone missing. Somewhere in our brains is an erase button. As yet we don't know why or how it happens, bus our dreams are almost completely erased from out memories unless we take action. In order to enable your brain to store more dream memories, you have to remember as much as you can, so writing it down immediately is the best way.
By the way, I hate this part. It's cold outside the blankets, I'm sleepy, my dream seems uninteresting, etc. But it's the best way to improve dream recall and come closer to LD's, so I do it anyway.If you really want to LD you should too.
Having said that, if you fail at this it is still better to write them down later on than not at all.
Ok, pleasant dreams and lotsa discipline