So, you may or may not know I'm a fan of the Dean Wesley Smith school of writing fast and letting your right-brain have more control than your left- brain. It's the creative side, and accessed more easily than when you're writing slowly and agonizing over the plot, it seems. It tends to work well for me, and sometimes the faster I write a story, the better it is overall. (Of course, you have to make time for changes and edits--fixing the things you didn't get right in the first draft!) There's a certain amount of jumping off a cliff and learning to fly...and a certain amount of trusting the process, fighting back your fear, and seeing what your subconscious wants to talk about today. You'll be surprised how fun it is, if you haven't tried!
I tend to focus on this method when I talk about writing. But the truth is there's another method I follow. The method of starting a story, getting stuck, and letting it stew for weeks or months till I can tackle it again with fresh ideas. I find this process discouraging. I don't like it very much. It feels like a kind of death, setting a story aside and knowing I may never finish it. (And with many, I really don't--even ones that are really quite long.)
But this method is as tried and tested and true, for me at least, as the other. It's whatever a story demands. I could tell you which of my stories have taken the longest and the least amount of time to finish. (I'd rather not, though!!) ;) It's surprising that some stories have taken so long, but it's because of this--getting stuck and having to just give up and set them aside.
For some people, outlining works and they don't get stuck this way. But normal outlines don't tend to work for me. I do, however, take a lot of notes about character and the direction of the story and things I'd like to work in--themes, plot elements, emotions. Stuff like that. They tend to be short notes in my handwriting, which probably nobody else could actually read, but they can help jog my memory and settle my ideas and plans.
And then sometimes I write out what I think will happen and the exact opposite happens. Or nothing happens, because it's another "lost story."
I have so many unfinished stories on my computer, and I'd be lying if I said they didn't discourage me. But for me, it's part of the process. Jumping off the cliff, flying on the way down, not knowing if the story is going to work, trusting the process... And seeing some littered wrecks along the way. I have to trust and hope that each one taught me something. And maybe some of them are still in the other process, and somewhere my subconscious is planning how to finish them.