I start with an idea, and then flesh it out in a series of Notepad documents, with one for each category (game-play, audio, AI, GUI, polish). I then start to create basic assets for use in the first stage of development, which is 'blocking in' game elements and starting the fundamental game-play code. I then split the game-play code into several event sheets, Global, Movement, Combat AI, Audio, etc, and have Global include them all so that each layout only requires including the Global event sheet.
Whenever I feel like my patience in one area is being assaulted to the point of insanity, I move to working on another category so the game keeps being developed, but sanity is retained. While developing, when pondering on ways to do certain things, I'll put any good ideas in as comments at the top of the Global event sheet for looking into.