I started out writing everything longhand in a notebook and typing it up on a computer when it was finished. Eventually, I skipped directly to computer input because, computer geek that I am, I thought that would be more efficient. I had some inspiration to try writing longhand again recently. I sat down with my little moleskin notebook that I usually use for ideas and started to write. In a few days, I had finished the first draft of a story that had been rattling around in my head since last summer's short story workshop. That has since been typed up, edging in just over the 1,500 word count. A sweet spot for this particular story. I'm already several pages of scrawl into the next story.
Obviously everyone is different and you go with what works for you. I'm curious as to what the rest of you do when you're writing a first draft.