I like looking at maps so I usually do a bit of planning. Normally it goes like this. I'll see something on the map that looks interesting, usually a body of land surrounded by water or with lots of squiggly roads through the marsh, then I'll do a quick Google search on the area, then I might look it up in Flickr to see what if any photos people have already taken. Then I might open up the geocaching website to see if there are any geocaches nearby, then I pack lunch and take off.
Wow I guess I do plan a bit, even for day trips. I guess it makes sense, I've always said planning is half the fun. Sometimes I do mix it up and just head out in a certain direction. Although I often find when doing that I'd drive right by something cool but didn't know to look for it.