[p3lim]

Usually I start with the rough outlines of what the addon will do, I do everything in comments at first, detailing what I want it to do at any given moment and how it should react.
Then I start dry-coding it, typically something that will not compile, just to make sure I'm on the right track syntactically, then write the parts in correctly and /reload until it stops spewing errors. Here it depends if I'm using API I know already, or if I need to read documentation/FrameXML while writing it.

The direction I write it (core parts then each feature/module, or the other way) depends on the scale of the addon.
Something simple usually ends up with me writing the event handler then something that handles each event, but for something like my bag addon I dry-code how I want the modules to work then create and/or modify the core to handle the vision I had for it.