I start with thinkig of requirements.
foreach UseCase
- analyze UseCase
- think of future classes
- write down test cases
- write tests
- testing and implementing classes (sometimes adding new tests if I missed sth at point 4).
That's it. It's pretty simple, but I think it's time consuming. I like it though and I stick to it. :)
If I have more time I try to model some sequential diagrams in Enterprise Architect.