I have a voice and ideas from the start, but it takes a while for me to see what's going to stick, as it were. For me, characters aren't static; they evolve in play. I do think about what might happen, or how my character might feel about things, or whatever, but sometimes (fairly regularly) I find I'm surprised by some event in play. E.g., unless I write a character with a predetermined ship, I don't generally expect to ship my characters up and am always mildly surprised if/when they do find someone.

If you're familiar with GNS theory at all, I like long-form narrativism, where most narrativists are short-form (they like to force crisis quickly). Long-form for me means seeing what elements keep cropping up and addressing the associated premise/conflicts once they've shaped themselves in play. /gaming theory nerd.