I generally start with a broad idea of what I want to write about and refine and narrow the topic down as I do research.  My Thesis generally does not change, only the scope of the evidence I will use to support it.  I also always try to present both the pros and cons of my thesis.  One of the things that narrows my scope is because I am usually writing for school I am limited in how many pages I can use.  I can't wait to finish school and start on my book.  I sometimes get the feeling that I have not presented my argument well because of size limitations.

Ideally I have a thesis in mind much like skiguy and scout, but my research dictates the final outcome.  Intellectual honesty requires a true scholar to admit when he's wrong, and to show why.  However, nobody wants to read a paper of “My thesis turned out to be wrong and here's why….”:)  So you will have to go where your research leads you…which is the whole point if you really think about it.  Scholars don't know all the answers when they sit down to write.  They usually have a hunch of what they think they will find, but 99% of the time, they end up modifying their thesis to accommodate their findings.  I'm in the middle of this myself with my MA Thesis (and one of the reasons I put it on hold until a time when I can do better research).  However, if you are absolutely certain your thesis is true, you must continue to dig for evidence to support it.  Scientists often do this when they see phenomenon in nature they know what is causing it, but can't find the hard evidence yet (like the gravitational effects of a planet on another planet that can't be detected visually yet).

Like most of you, I would imagine, when I write, I tend to write “A LOT” — which of necessity dictates a couple of re-writes.So, when I'm approaching a paper I'll, of course, pick my subject matter and generally leave my thesis open. I know that I want to write about some aspect of "X".  I'll do overview and "context" reading and reseach - outlining as I go.  Personally, I tend to "over-research".  Throughout the course of outlining and reading, I'll shape my thesis - which of course, drives more research (did I mention that I tend to "over-research"?).  Although I may have an idea deeply seated in my mind, I try to keep my options open well into my research - otherwise I find myself pursuing facts to support my thesis rather than remaining objective.  For me, it is essential that I remain objective in collecting information as I believe that it only makes my paper and my argument stronger.So, when I finally sit down to write I usually have a tough time actually starting - instead I'm constantly turning ideas over in my mind, trying to answer additional questions or pick up more detail.  At this point, my outline has undergone numerous revisions -- it's not a highly detailed outline, but general subjects and events tied in with major argument points, counter-arguments, and quick notes to point out superfluous details.  I'll skip my introduction and opening paragraphs and jump straight into the meat of my first main topic - although sometimes I'll start with my conclusion - then I'll drive through the paper usually writing WAY TOO MUCH.  Once I'm on a roll, I'll pound the keyboard in marathon sessions.  Then I'll let the paper sit for a day or two, review my notes, re-read and commence re-writing.  At this point, I finalize my thesis, write my opening paragraph, re-write the paper and conclusion.  The first draft rarely looks like the final copy.Now for the really sick part -- I've pulled out papers written for a class a year ago, re-read them, and then re-written them, or pick a new thesis and started a stronger "sister" paper to the first one, picking up on a subject raised in the original paper but not pursued.  So, yes, that ends up being a paper written for no class or any publication -- merely put back in the notebook and back on the shelf to be (maybe) pulled out at a future date in support of another class.  For example, a paper on the role of "Strategic Opportunism" in the Italian campaign of 1943-44 led to a paper on the Allied command "brain-drain" in Italy as the best commanders (and assets) were pulled to England for Overlord.BTW - I'm not sure I could write a decent paper without an outline and at least one re-write.

Yes but don't forget your little i,ii, iii's  after your numbers. 🙂  Any method is fine just as long as it helps you to organize your argument.  But don't become dependent on an outline to the point that you can't deviate from it.  It's just a tool to get you started.