I'm sure I could, but I prefer to have it filtered through some conscious, deliberate selection process — not everything I type in any shell I open is worth being preserved... and storing everything would likely only reduce the signal-to-noise ratio. Also, the semi-automatic approach encourages me to add notes or keywords, which tend to improve the overall usefulness of the history files (you know, when you're lazy, you have to devise ways to trick yourself into doing things you otherwise wouldn't do...:)  And honestly, spending one or two seconds when you've finished something (or before you close a shell) to decide whether it's worth being preserved, is not too much of an issue for me. But, as always, YMMV.

Actually, the tools I use to 'manage' my history files are slightly more flexible than what I mentioned above (I can specify how many most recent entries to save, whether to create a new file or append it to some other, whether to open it up in my editor, or filter out common trivialities, etc.), but I didn't want to bore you with the details...

BTW, other than that, I'm pretty old-fashioned in that I very much like paper and pencil to sketch design diagrams or write down temporary todo lists, etc. For one, it just feels better to be able to physically cross out completed items, rather than simply deleting the respective entries in an electronic version (yes, you guessed it, I'm a little weird at times :)