Depends who I'm writing it for, and why.
If it's just for me, it's probably pen-and-paper all the way and even if it's digital it's going to end up on paper anyway if I want to run it as my (desktop) computer isn't behind my DM screen. And in any case it'll be a mish-mash of scratch notes, maps, stream-of-thought notes, and so forth.
If I have any thoughts of anyone else ever reading/running it then I'll put in in the computer, write it up properly in a decent format in Word, digitize the maps (an appallingly tedious process; I'm fussy enough that what I scan in is never good enough thus I end up tracing over all of it (often almost to the pixel-by-pixel level) using an art program, and bundle the lot together somehow even if just a bunch of files in a folder.