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Designing directly in the browser is so natural and simple for me that it’s always struck me as bizarre that so few designers do it that way — for me to do otherwise would be analogous to typing with my feet! If you know what you’re doing with HTML/CSS/jQuery, you can try a lot of different variations and fix what doesn’t work very, very quickly.
Of course the step Andy Clarke and Meagan have both left out is the fastest prototyping step: sketching on paper, I work out layouts/concepts roughly on paper after establishing the base HTML content then go straight to code.
That’s exactly what I do — a sketch on graph paper, then I hit the browser.