I wrote the first few chapters of my first novel longhand, with fountain pen on loose sheets of A4 tomoe river paper. As I realized that I would have to type everything into Scrivener before I could even start editing, the lazy programmer within me balked. It was fine doing this with quick drafts, but writing an entire novel longhand was not for me.
I still use pen, pencil and paper a lot in my writing though. I use a fountain pen (anything that doesn’t have a flex or novelty nib will do — from extra-fine to 1.1mm stubs) and loose sheets of A4 and A5 tomoe river paper to work on my outlines, for quick drafts, to test plot options out, or when I’m really, really stuck in my writing. A Field Notes Byline is constantly under my keyboard, horizontally. Yes, I know that the lines don’t go that way, but I ignore them. The form factor is perfect for that, and the ruling is pale enough for me to easily ignore it. I use a Blackwing 16.2 or 24 with it, to quickly capture any ideas that may come up during my writing, to remind myself where I was going with an idea or what I need to fix a previous place, to brainstorm names, etc. It serves as a scratch pad that allows me to maintain my writing flow and still remember things along the way.
So, even if you do all your writing using Ulysses or Scrivener (hopefully not Word), I recommend that you incorporate some analogue tools in your process. You’re bound to find them useful, particularly when you’re stuck or you’ve dug yourself into a hole.