It varies for me. Sometimes I start with a stamp I want to use, other times with a technique. For example, today I want to play with inks and SCS's Wrinkle Free Distress tutorial. So I'll see what background pieces I create and then choose stamps that suit them. Other times, I'll decide to use up some dp and start with that. Just keep experimenting. And LateBlossom, a very wise SCS stamper member, once wrote on her blog that it's only paper so not to worry if you don't like what you create and have to throw it away - I keep that in mind!
My gallery is here
should you care to look!