The first thing I play is scales, to warm my fingers up. I play the composite box blues scale up the fretboard from Ab, the minor scale from G, the major scale from G, a middle eastern box scale from Ab, and one of my teacher's jazz scales from G. Then, while the scalar structures are fresh in my head, I'll do some lead jamming, either with one of my jam CDs, one of the free jams on GT, or just with a drum machine. After that, I'll mess around with some basic chord progressions, to get into chordal thinking mode, and finally, work on the songs that I'm learning or composing.