I just came back from an early run, and while I run, I plot. What unspeakably evil things can I do to my characters? Who's going to get sick? Who might lose a beloved family member? Who's going to have a sudden but debilitating injury?
There is rebellion in my head, of course. I'm not ashamed to admit I carry on conversations with my characters all the time. Whenever I contemplate hurting someone or breaking a couple up, they become quite vocal. Even though I do my best to explain that it makes for a good story, they still seem to disagree. Fortunately, my head is not a democracy and I have the benevolent rule. (Most of the time.)
So, running is where and when I plot. I've also been known to plot in the shower, in the middle of the night when I can't sleep, and on long car rides.
Where do YOU plot?