I usually spend a lot of time mentally going over ideas, most of the time I have a pretty good idea how things will go. Occasionally I "scaffold" (?) though, for Artifact 4, we're throwing out ideas and we're just going to throw them on the table an see what sticks.
I think both styles have their advantages. Just trying things is a little more adventurous and you need to have playtesters that are into the idea of experimenting.
I usually have more time to reason out how a mechanic will go. My son and I were just talking about some proposed changes and what their implications are.