Any abstract idea, design, or concept begins in a physical notebook.
Loose sketches are the best way for me to navigate through nascent ideas.
After sketching in my notebook, I'll move onto medium-fidelity wireframes.
I do all my UI design in Sketch, and some of my iconography in Illustrator.
I love Sketch, not only because the product is optimized for UI work, but because Sketch Mirror for iOS makes previewing designs super easy.
I do my prototyping with Principle and InVision, in order to feel a design in action.