This is a cool thread and really interesting to read how everyone have their own way of writing.
When it comes to writing the actual screenplay, I´ll be in my room, since I have an iMac. But before writing the screenplay, I tend to bring a printed version of a draft or treatment with me everywhere I go, so I can sit and make notes etc, whenever I can find 10 minutes. Usually I go to a cafe and sit there for 3 hours. Sometimes looking at people will create a "But what if..?" in my head and I´m off.
When there is no more room for notes, I sit down and apply them to the screenplay and write a new draft. (Usually during the evening, since my criticizing-self is tired)
I use Celtx, since I refuse to spend 249 $ on Final Draft. I have never tried Final Draft, so Celtx is awesome as far as I´m concerned
What I also like to do is create a playlist with music for inspiration for whatever I´m writing on. That tends to feed my imagination and gives me a mood to write on. When writing the actually screenplay, it takes me about 5-8 minutes to get "into the movie", to get back in its world.
For notes, storyboards, free-association writing and ideas it´s a mix between a Moleskine book and notes on my desk. I have made it a routine to have a Moleskine notebook per film, so everything is in on notebook. Plus, I´m a Moleskine whore, I simply love their products and for some stupid reason I feel way more creative and cool, writing in a Moleskine.
That´s my way of doing it