I write in...stages, I guess.
First I get the idea. If the idea is really big, it may be spun off as the basis of its own "world". If it's a smaller idea, I see if I can fit it into one of my existing worlds, to enrich that world. Then, in general, I daydream, and mull, and think about this idea and other things that are related to the idea.
This idea brew will sit in my head for a long time, often years, fermenting like a fine beer or wine. (At least I'd like to think the outcome will be like fine beer or wine and not vinegar!
)
Then, suddenly, after a long time of thought-brewing a scene full-blown will spring into my head, and I'll write it down. At this point in time, I might write a few notes down as well, on characters, places, things, etc. to cement my ideas a little (before this my ideas are very fluid and shifting), but no outlines yet.
I'll keep kneading ideas and jotting these notes down for a long time, literally years, then suddenly things that were seperate will start to knit together, to gel and gather into something more solid, and I'll start the opening of the story.
I'll write a few thousand words, exploring the story's "physical" form (which is often different from the shape of it in my head)...characters, places, etc. I'll do this until I reach the end of what I know of the story, and start hitting the shapeless stuff I've not thought about yet.
ONLY THEN will I start outlining, and it will be very sketchy. I start to lay down "plot notes" here and there in files, and I work with that to define and bridge the shapeless parts.
However, I never do "set in stone" outlines; they're always more guidelines than anything, and "drawing outside the lines" isn't a bad thing.
So I outline just a bit when its really needed, and I make various notes all over the place about specific characters, places, magics, and things just so I can pick up my thoughts later and have them make sense (I learned quickly that cryptic notes didn't help me remember the awsome thing I was thinking about before!), but I don't do any outlining or note-taking purposefully or vigorously.
I like to think I write in a way that's similar to growing those bonsai trees; I tie certain parts down so they can't grow wild in weird ways, but I let other parts grow as they will so you have a natural looking but artfully shaped tree once the growing is all said and done.