I've found myself taking less notes now in grad school then in undergrad. Perhaps that may be because out of the three courses that I take, one is a seminar, another is an applied course, and the other is stats (i do, however, take notes in this one).
What has really aided in my paying attention in class is getting to know my profs. Knowing them on a more intimate level (most of our profs like to be on a first name basis with the grad students) has in some weird way made me want to pay closer attention to what they are saying. I can't really describe this well. But it's kind of like "that's not just boring prof. X, that's Bob who has two awesome kids and a really sweet collection of (insert weird fascinating hobby)." I guess that probably doesn't or won't work for everyone but it has helped through even the most boring stats labs.