Every single design I have ever started began with a piece of paper and some pencils. Eventually, that design would or would not find it’s way to an actual live WordPress theme, but using those pencils really help me in the creative process. Heck, quite a few times drawing out those various elements of the design I’m working on resulted in me not finding any need in mocking everything up in Photoshop.
As I was looking for sketchbooks stuff on the interwebz I found an awesome solution in the form of an actual design sketchbook! There are even a couple of pdf’s for your downloading pleasure, including a 960px layout