First step usually involves a whiteboard and/or pen-and-paper notes for developing the overall design, data structures and algorithms. Then I'll use hierarchical note taking to sketch out the data structures and algorithms in what amounts to pseudo-code. During that step, I'm constantly looking through any existing source code and repeatedly iterating to make sure all cases are handled.
Then the fun part of walking through those notes and coding out each individual step one by one. That will typically take anywhere from 2-8 hours without touching the compiler (though sometimes, if the changes are incremental, I'll compile occasionally to check for typos). I'll queue up a few albums and/or mixes to help focus and just sort of disappear from the rest of the world.