Write it down in my ideas book and think about it long enough that I either can implement it (MVP, get the resources, etc) or it mutates into something better within my reach. Sitting on it also means when I see an opportunity that might fit it (e.g. funding available for $foo) it's there ready to go.

Of course, this doesn't always work, some ideas are too timely and then you have a different decision process; but sitting on an idea from a year ago and spotting a funding source specific to it this year is how I'm doing what I'm currently doing.