When I initially started milling out ideas for my characters last year, I started with some thumbnails in my sketchbook.  Very loose, rough and ugly, but I began to find the shapes I wanted my characters to consist of.  I tried out different poses I thought I may find them in and mainly focused on silhouettes.  This was basically stream of consciousness sketching after those late nights working on Dawn of the Planet of the Apes and The Hobbit.

I used a PITT artist pen from Faber-Castell.  These pens have a brush-like action to them, but are still felt tipped.  Really great for thumb nailing or outlining.