I start with characters. I figure out what sort of person is he,
how old is he?
what does he do?
what does he wear?
what model Harley does he ride?
Is he in a relationship?
If so, is he in a relationship with a male or female? (theres the next character in which I would do the same whole research type thing to develop the character)
I also draw or modify pictures so I know what he looks like and stuff.
Then build the story around him.
-OR-
I just base stories on stuff I like. Like, at the moment I have about six story WiPs, all only about a chapter done each. Two are Fallout 3 stories, another is like an adventure/relic hunting type story - because one of my favorite books is 'Seven Ancient Wonders', another is about a couple of guys on the run after robbing a big-time criminal - which I had a dream about that then wrote it, another is about a couple of mercs in Africa - because I love the setting of 'Far Cry 2'.
I just do stories about general stuff that I like, and would like to control to make a story out of it.