I much prefer writing first, unless I'm already at my PC or laptop.
I've always liked writing on the spot whenever a thought occurs to me about anything, including the to-do lists you asked of. I especially like using different colored inks and pencils. I also feel much more liberated with writing because I can underline, press harder, circle something, draw lines and arrows or do a combination of both visual and kinesthetic clues much more easily.
I find writing reflects back to me what I was thinking at the time, even though it's "low tech." Then when it comes time to process those notes, that helps me decide appropriate contexts for filing. Sometimes I do type those notes that merit storage in a PC format.
I always had the problem of having scattered written notes all over the place. I thought typing was the solution for me at first since I use my PC so much. However, I've found that many interface elements from mice to windows get in the way of just capturing the ideas. And many other times, ideas just come to you when you're not by your PC, PDA, etc. I've always got something to write on and with on me in my pants pockets. I also hate waiting for devices to boot up and losing the train and impulse of thought.
If you do like to write like I do, I've found it's very important to have a good Collection bucket for your individual thoughts and lists. This really hit home with me when I heard of the 5 GTD phases.