This varies depending on what I'm doing. If I just happen to be going out for the day taking photographs i just go with the flow and see what comes.
If however, I'm doing a project I plan to the n'th degree! I'll look through other photographers projects, working mostly in my head rather than in sketch pads, and gather up all my ideas. I don't know what my final artist statement will be until the work is finished, usually quite a while after because I hate writing them! I'll take some initial photos, and then go through them seeing if I have what I want, rethinking a few ideas, and then go out and take the final photographs.