There is already a lot of good advice in this thread...
I typically start on a computer. Grab an overhead from Google Earth, then layout obvious landmarks (parking lot, bathrooms, shelter, practice basket, etc.) Once you have a conceptual idea in hand, visit the area and validate what you've done, then tweak from there. Generally my tweaks include shifting the box or basket to accommodate natural obstacles.
The computer is really good for getting your start and end point, especially if you're trying to loop back to the parking lot between 9-10. Once onsite, look for the natural lines the property provides. Many times, deer make trails through the woods, that are a good start to a fairway.
In the Midwest, we start by removing honeysuckle, then dead trees. Then, if we have to continue, we do it sparingly. As someone else mentioned, you can't uncut a tree...
Most of the time, you find part of a hole (the tee, the green, or the fairway), then build off what is naturally there. If you have an eye for design, you'll be alright. If you don't have "the eye" get a couple experienced players (10+ years) and ask them to help you lay it out.
Just remember, there are already plenty of bad courses out there. So, make a good one!