I'm not an authority on the many ways of writing first drafts, but I've used two different ways, which I have found very different.
Method 1: I type my first draft. To me, this method feels more permanent, as though the typed draft is a more real version. On the other hand, there's much less of a chance of my losing or damaging the computer than there is of something happening to a composition notebook. That's comforting, though I'm not fond of how fixed things feel after I've typed them.
Method 2: I write the first draft in a notebook. I like this method, because I can keep a composition book around with me much more easily than I can a computer. Also, the lack of permanence provides me with a certain level of comfort. Now, anything that isn't entirely perfect can be edited was I'm typing it into the computer later. It doesn't have to count. I like that thought.
At this moment, I'm partial to the notebook. My version of the notebook is a tamed down version of the notebook as created by one of my friends. Hers could eat mine for its supper. (Think Monster Book of Monsters having a go at The Standard Book of Spells.) Her version is a little less organized than mine with ideas scribbled in as they came to her. My mind can't quite handle that sort of thinking. Instead, I prefer to keep my ideas in my head until I know how I'm going to use them. Then, when the time comes for them to enter the story, I write them in my book. If I feel that I simply must put something on paper in case I forget it, then I put it on a post-it note which I them store in the book. So, I guess that's another method.
Method 3: The mother of all notebooks, in which all ideas and thoughts are stored in the book. If you type pages part way through the writing process, feel free to tape/staple/binder clip those pages and their related notes into the text at the point you wish to. I'm not a fan of this -- her book scares me and confuses me to boot -- but if it works for you, then I recommend one keeps going with it. What works works.
I guess the moral of the story is that whatever method works for you is the method that you should use. However, you should be open to new options of writing methods, because they may be a better fit for you than anything you've tried yet.
Questions: Does anyone have a different method of drafting that they find works well? Is there something you've tried that you think might work well for others?