I always sketch out a rough outline of the plot before I attempt to write one of my books. I try to follow a three act structure that consists of an inciting incident, rising action, and climax/conclusion.
I like to keep my stories as simple as possible, and as linear as possible, although I may incorporate flashbacks.
Since my books tend to be short, I would say my average outline involves six to nine scenes, and each act is comprised of two to three scenes.
Here is an outline I did for The Strangers: Partially Blocked Driveway that I decided not to use because it was totally lame and boring. This shows why outlines are useful, you can get a feel for whether your story is lame or boring before you waste time writing it.
Not everyone likes to outline their stories. Patricia Highsmith, the author of This Sweet Sickness and Strangers On A Train, only outlined the first two acts of her novels, and let the third act happen as a surprise to her. She felt this made her novels less predictable and formulaic. You have to do whatever works for you though. Whatever makes the writing process easier.