When designing, I like to do middle-out. I like to model the domain, then design out the classes, move to the database and UI from there. If there are specific features that are UI-based or database-based, I may design those up front as well.
When coding, I generally like to do bottom-up (database first, then business entities, then UI) if at all possible. I find it is a lot easier to keep things straight with this method.
