How differently everyone does it! I think that I tend to come to something of a close at the end of each chapter, which makes it hard for me to build up steam to get to the next one. I'm always shutting myself down. I wish I could do the cliffhanger/mystery type thing - it's a great thing to keep readers reading, and should make your stuff have much more appeal than mine - but I tend to have a little pause each time that trips both me and them up. I can't usually write unless I know (roughly) what it is I want to say, so if I didn't plan, I'd spend the first half hour of my writing time figuring out what needed to happen now.