I generally start out by considering what level the PCs are, and what talents they have. Has everyone had a chance to shine lately? If not, I try to come up with something for the character who has been in the background. Then I consider all the dangling plot threads, and decide whether or not to advance one or more of them.
At that point, I put together a location, or perhaps several. For example, on Monday my players are going to arrive at a border fort. They're going there to speak with a wizard, but also because the grandmother of one of the players served at the fort in the past. So I've thought up plot hooks that relate to the various NPCs at the fort. I've got encounter tables. I've got a few large plot threads to start, if I want to, and a few existing plot threads that I have thought about enough that I could pull them into the story. I also have a town near the fort, populated with NPCs and shops. I know what is carried in each shop, and I have some plot hooks relating to the town. During the session, I'll wing it with the material I have prepared. I'll roll some dice to see if there are any combat encounters, and of what sort. I'll roll some dice to see how the major NPCs react when the PCs come calling on them. I know enough about the surrounding area that I'm covered if the players go exploring.
This is as close as I come to writing an actual, linear adventure.