All my designs start in the sketch book.

More basic ones, and ones that don't rely on critical measurements go straight to being built (such as the log splitters/hydraulic systems I've built).
More complicated ones, will then be drawn in Solidworks, to ensure everything will fit together, and so I end up with detailed drawings to work from.

As for parts, it all depends on the part, but most dimensions either come from existing machines/parts, or from the internet.