Memo palaces without any preparation?

As a long time lurker in this forum I’m sure my question has already been answered somewhere but I can’t find any discussions…

My question is - how do you build or choose a memory palace on the hoof when you are faced with information you want to retain? For example let’s say I’m listening to a podcast and there is some really interesting information being given. Is it best to choose a location that has a connection to the subject and start using it? Is it better to use the link method without using a memory palace?

Would you just make some notes and create a palace later?

Any thoughts on what you do in practice would be welcome as it’s something that happens to me a lot.

Thanks

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