What I do is put my characters into situations that are so precarious there is no way to get out. And then I figure how to get them out.
I worked in Hollywood as a reader and a would-be writer for about 6 years before I sold my first story.
There's this sense of excitement because you invent and control the characters. You decide whether they live or die. I find this type of creative process tremendously stimulating.
I always spend time exploring the customs and attitudes of the countries I'm using for locations, and interviewing the people who live there. I've visited over 90 countries thus far.
In a novel, on the other hand, you not only have to describe the rooms, but the clothes, the characters and what they are thinking. It's a much more in-depth process.
The thing that made Groucho special was the way he used his body parts. He also had a wicked tongue. People didn't realize it, but when Groucho said something, he meant it.