I used to consider writing in ANY book a sacrilege, and would write notes on paper and tuck them in, but that gets crazy after a while in your favorite books, and disastrous if the book falls and your notes fall out... I think sticky notes left in a book for a long time do more damage to a page than pencil so a few years ago I started making notes on the pages (usually in pencil) in my cookbooks.
If a recipe results in something yukky, I don't want to forget - somewhere I have a cookbook with the note "Never Again" written in big letters next to a recipe. :) I will note if a family member really, really liked it (or not), cooking method or time changes,and serving ideas. Most often though, I write in substitutions or additions I have made,
I don't make a regular habit of writing next to a recipe, just when there is something important I want to remember about it.