I've not finished (okay, I've just barely started) reading Philip Pullman's Golden Compass series, but I have read some of his other books (Ruby in the Smoke springs to mind), and I gotta say that I love this man's description of his writing process. It's not exactly like mine (I start with characters first), but it's weird and haphazard enough to inspire my love. Check it out:

http://www.randomhouse.com/features/pullman/author/authorstudio.html