Depends on how serious you are. The most powerful Windows-based logging program I've seen or used is WriteLog for Windows. You can download a "demo" of it for free, but must purchase the program to gain full utility. It's worth it. Once you have the licensed software, upgrades for a year are free and come often.
You can no longer "enter" a DX contest sponsored by the ARRL or CQ Magazine using "hard copy" (paper) logs -- they are not acceptable.
If you have a computer-aided transceiver (CAT interface) as most are nowadays (the high-end rigs have been for more than 10 years), WriteLog with an interface card is unbelievably powerful and will pretty much operate for you (tune your rig to a DX spot QSX, send your exchange in either CW or voice, etc), as well as dupe, keep the log, track your progress, make QSL labels, etc. Other programs do "most" of these things, but WriteLog does _all_ of them, and does it well. It's my first choice.
A government which robs Peter to pay Paul can always depend on the support of Paul.
-- George Bernard Shaw