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Others might chime in with their suggestions but here is the process I go through:
1. Define the business process. I usually do this in Viso or Word.
2. Define the specific information you need to capture on the request itself and in each step of the process.
That should give you the objects, attributes and actions you need to create in Object Designer. Follow that up with the windows and finally the process design itself to tie it all together.
I agree with Stu, Map everything out ahead of time in some form of document. Not only does that give you a good plan for the work flow and objects but everyone involved can sign off on it easily before you start creating anything in SD
I agree with both. You have to define how you want things to flow visually before putting it into place. It'll make more sense to you when you can see it first. I personally am a whiteboard and dry erase marker guy. After that, I just take a picture of it and put it into place.