Pen and paper, then quick mockup using a lightweight and easy framework like mini.css (https://chalarangelo.github.io/mini.css/index.html), then actual design. Sometimes I stick to mini.css, sometimes I use something heavier like Bootstrap or Semantic UI, but mini.css is pretty good for building simple mockups for me and sometimes I actually stick with it for some simpler designs.

Photoshop is just not my style, however I have friends that do use it and are very productive with it. It all comes down to preference.