Usually I am a maker-type of guy. This means, when I enter a project, I get quickly involved and start producing ideas, art or code. This is not to avoid structured project work, this is for me to dive into the topic. With this I soon get the idea of what problems may occur during the project and can weight each step of the project according to its difficulty.
Apart from that I usually make strong use of project management tools such as mindmaps, charts or redmine (see redmine.org) which I introduced to Acagamics and Cubeoffice.
Good documentation guarantees improvement in the management of the next project. It also can help to save and provide knowledge for co-workers.