[Dr. Greg House]

That depends on the scale of the plugin.
Mostly I just start right ahead (or with a small outline on paper) as most plugins are relatively small.
Then if they are roughly finished but I see more potential in it which needs more experimentation I start a repository and use svn to keep track.
I use PawnStudio with a customized compile script which is a C# program which utilizes WinSCP to open up a small dialog after successful compilation which then lets me either select existing or create new remote upload targets.

Example:
Right now I am working on a L4D2 plugin which spawns self-evading gifts. I finished the rough outline pretty quickly but then realized that I could try and use A* for better pathfinding, although it is quite experimental and maybe performance-costly due to not having a grid to begin with and having to use tracehulls. So I created a svn repo and used what I have for the initial commit.