The way I write:

1) Imagine a world. Give it aspects and conditions. Establish the ground rules on which that world operates, the aspects of it I wish to illustrate and the things that make it interesting.

2) Imagine the characters that would be the most interesting to explore that world. Find the perspective into that world that entertains the most. Give those characters the opportunity to run and take the narrative where it goes.

3) I know I have created a viable world and viable characters when, in the midst of writing, they surprise me. This is nothing more than my subconscious "role-playing" with my story but it gives me insights into my story that I would not have otherwise. In other words, I write stories as if I were creating a Dungeons & Dragons campaign, and I, the dungeonmaster, control the Non-Player Characters that you, the player, view through the access character I have created for you. The universe is whole and good and successful when the NPCs revolt or when the access character shows me insights that I did not consciously create.

When you do it this way, you at least create a semi-complete world to explore. I like to use the film Alien as an example - there's all sorts of throw-away dialog about rates and wages while everyone wakes up and drinks their coffee. It's nothing but "banter" but it also reflects '70s era British labor disputes and subtly sets up a class society whose underpinnings give breadth to the characterization of the film. The cargo hold is also full of all sorts of mysterious things that we never see fully, that we can only guess the purpose of, and that exist only to make the pursuit of the Alien more genuine... but there's a real sense that somebody spent an awful lot of time figuring out what would be in the hold of the Nostromo so that when the audience explores it, they get the sense that the Nostromo is a real ship.

The way Chris Nolan writes:

1) Imagine a story. Line it up like dominos.

2) push over the dominos. Don't look left, don't look right, don't pause the dominos, don't imagine anything outside of the narrow view ahead of you.

Take The Prestige. This is ostensibly a story about two feuding magicians. They each have some trick that wows the audience and neither knows how the other does it. This feud ends up costing them both dearly. Okay, fine. But the trick one of them employs is "I have a twin." The trick the other employs is "I have created a matter replicator."

Fer real.

And the twins basically decide "one of us will die just to fuck with you" while Mr. Matter Replicator's whole thing is "I have been creating copies of myself and drowning them every night and hiding the bodies in the basement just to fuck with you" and the audience, rather than going "WTF" goes nolan is a jeeeeeeeeeeeeenius and I say "fuck this guy."