Since my stories are driven by conversations I'll write whenever I hear them in my head.
They usually talk to me when I'm somewhere I can't start writing right away (in a meeting, driving in the car, etc.). I'll jot down a snippet on whatever's handy and then flesh it out more fully later. I also have a composition book full of snippets and story ideas but I do the majority of my writing on my laptop (because I'm lazy and would rather not have to write it twice).
Like Caroline mentioned, I also tend to go back and obsessively focus on the first parts even as I'm writing the middle and end. For the sake of my own sanity, once I have a plot outline and a very good idea of where the story is going, I'll start posting. That way I quit tinkering with the first few parts and it motivates me to finish the story.
