When I first started modeling characters in 3D I would do a few sketches here and there and then jump right onto the computer and start modeling away. In hindsight, those designs weren't thought out very well. Now, I'm doing more sketches of ideas, focusing on shapes and patterns and just general exploration really.
With Thing, I did quite a few sketches for the suit design, many that aren''t on this sheet. These guys were the finals of the finals. Doing so many iterations allowed me to pick out the bads from the goods and combine ideas from one to another. It was an enjoyable process, on the good days :).