I usually write directly onto the computer, but have taken to carting a notebook and pen around with me. These days I spend about an hour or two in the park every morning to exhaust the toddler and it's great time for writing because she's usually too occupied to come and interrupt me. Unfortunately I have the same problem as some others here, in that my handwriting is appalling, so I often have to guess at what I've written when I transpose. I just consider that a form of editing.
Typing directly onto the computer has its drawbacks as said toddler has discovered that the computer is a direct threat to her mummy time and often comes up in the middle of a sentence and either tries to write her own stuff (which is highly amusing, but not coherent) or shut the laptop on my fingers.
Thus my chapters are nearly always written in two or three paragraph spurts rather than all at once

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