(Prompted by a chat with friends. Because there's no One True Way to do it.)
The meandering path: start with one character in one place, and go from there. It helps to have a rough idea of which way you're headed, but mostly you should let the story itself lead. Some people call that "writing by the seat of your pants", but I disagree. You have all the story so far to inform what happens next: that's plenty of structure. In fact a good story will come to life and start guiding you, making the task much easier than drafting a grand plan upfront.
The onion method: start with one key scene in the middle, then add layers around it, figuring out how things got to that point and what happens next. Repeat until you have enough story.
This begs for a digression: you have enough story when there's a satisfying path from beginning to end. Remember that you can have a conclusion without closure, and closure without a conclusion. Guess which one is necessary and sufficient. As for the beginning, its most important role isn't so much to set things up, but to make the audience care. If they don't give a damn about the characters and their circumstances after a page or two at most, good luck winning them back later. Assuming they've stuck around.
Brigde building: you know where the story starts and where it's supposed to end. The trouble is all that nebulous middle section. Suffice to say, I never successfully completed a story by this technique. Try planting pillars along the way, key scenes to minimize the gaps you have to fill. But the most important question to answer is, what river are you trying to cross? What's so interesting on the other side?
Newspaper clipping: you put the story together from letters, journal entries, news in the press and so on. In theory that lets you write out of order, but when I tried it all went from beginning to end (like the King of Hearts tells the Mad Hatter at the trial) reducing this method to the very first one mentioned above. It still forces you to figure out the viewpoint of whoever is writing each passage, whether a protagonist or a supposedly neutral journalist.
Fleshing out the skeleton: this is the only method I haven't tried at all yet; someone I used to know described it to me. He'd first jot down a one-page summary of the story, but still well-formed, in full sentences and so on. Then a second, more detailed version. Repeat as needed. It makes a lot of sense in my opinion, and should be especially useful when writing without a computer. Should make the process a lot less daunting, too.
Notice the one conspicuous absence? It's outlining like we were all taught to do in school: a method as popular as it is bad, resulting in disjointed stories where nothing follows and stuff happens because it's supposed to. If you're going to try this at all, use outliner software such as Org Mode or Orgzly. At least they let you flesh out and rearrange the outline as needed while you work.
In other words, engage with your story before you ask the audience to. Or did you think being the author made you somehow better?