Definitely record everything. I find that helps me a lot. I force myself to record every single detail when it comes to food, even a single cracker. lol. It forces me to be super honest, and it is a lot of work to record a single cracker, not worth the cracker.
When it comes to exercise, I will under record sometimes because it's hard to be completely accurate with that. And exercising more than I record isn't going to hurt me as much as eating more food that I record will. I try to record all real exercise, it's just the every day stuff that doesn't tend to get recorded that I just count as part of my daily life.
But yeah, record everything, then pick a day (I usually go with whatever day is grocery day) and review your last week to see what better choices you can make and plan to make those choices easier to make.