I plan. I don't plan every single mile... but I set out and make an approximate route, and guess about where I'll be staying. I've gone on rides without a plan at all... but I've found I find much cooler stuff (and better roads) if I do some research and planning before I head out.
For those that refuse to plan.... wouldn't it just erk you to get home from a nice ride... and find out you passed right by opportunities like these:
All these roads can be found online, but chances of you stumbling upon them while just aimlessly wondering are slim. If I'm riding around my state, I'll gladly head out without any idea where I'm going... but if I'm heading out on a trip that I may never get to do again, I want to know I'm going to see some of the coolest stuff there is to see!