Oh yes, and it's helped me along this trip immensely. I keep one online here at 3FC -- technically, it's a blog, but I consider it a journal. I always put the date and that day's weight in the heading and then whatever title. Don't write much, but I do try to write every day. I also password protect it. That's mainly because otherwise it's open to the entire world, and I was getting some really weird responses to people who could see it.
I've never done anything like this before, but it seems to be helping me focus on what's working, what isn't, and why some things are happening in terms of will power, how I think about food, etc.