First of all: Welcome to ENWorld!
As to the question: Yes, a lot of the character is planned before I play him:
Skills: Most of the time, I just pick a number of skills and max them out: A human fighter with int 12 gets 4 skill points per level, so I have 4 skills, always at maximum rank. Some of the time I pick up languages as I go along, sometimes skill points are divided up (more or less evenly) among 2 skills or so, but most of the time, I don't spend much time each level to pick skills.
Classes: Since they're one of the most defining features a character has, my character concept usually dictates the class(es) involved. Of course, sometimes a cool new PrC shows up that fits the character, or things happen to the characters, and my plans change on the spot, but usually I know what class(es) I'll get.
Feats: Now that depends. Some concepts need certain feats (Two-weapon fighting for a rogue with two short swords, or quicken and persistent for a battle cleric) or there's big feat chains involved (like a fighter concentrating on one weapon, getting all weapon-specific feats for that weapon), but sometimes, they're not critical for the character, and I often pick something up as I go along (or I got a new feat coming after the important ones are already there).
FX (spells, psionic powers, manoeuvres, and the like): Assuming that there is a choice, it can go either way, or be a mix of the two: A wizard, for example, will get magic missile, fireball and meteor swarm, and also invisibility (and greater invisibility), fly, and mirror image, but beyond that? A character from the Tome of Nine Swords will have his selection predetermined by the disciplines he chooses. Again, sometimes I wait and let the campaign unfold before choosing some of the spells (Devilhunters? No fireball! Demonslayers? No lightning bolt!).