After using pen and paper to design several ideas, I'll put that into basic HTML markup, and get it functioning with jQuery. Doing that allows me to see if the interface is plausible and workable. Only after having most of the working HTML do I add any sort of graphic design. (I'm a horrible graphic designer anyways.)

What methods do you use to get from brain to product design? Start with a snazzy graphic design? Start coding and figure the design will come eventually? Use pen and paper? Tear up photoshop? HTML & CSS? All of the above?

We love to learn from each other's methods. Tell us your way. I'm sure it's the best. ;)