The key is to start out with a clear understanding of what you are trying to do. Otherwise you may end up writing a lot of unnecessary code and having to try to optimize it away later.

What works for me (YMMV) is to start with a pencil & notepad to sketch out the specs, data structures, api and jot down any other relevant information, then outline and refine the program in pseudocode. From there I'll code any algorithms and complex logic independently to work them out. Only then will I start coding the main program.