I find I usually get the idea for the climax first, then I get a beginning, maybe a few key scenes and where I would like the ending to go and just start writing.  I also tend to "see" the ideas in my head like a movie and just try to describe what I'm seeing.  Gets frustating sometime.

Once in awhile I'll have a dream that runs like a complete story or has an idea that would work great.  As a matter of fact, I had one dream this spring that was too promising to ignore so I started writing.  Five months and 54,000 words later I have my first short novel.  Yahoo.  Should it ever get published it's being dedicated to whatever it was I ate that night to give me that dream.

But mostly I just wing it and see where it will take me.  And everyonce in awhile an unexpected character will pop up like it was fate.  Writing - not just a job, but an adventure!