Outlines, Planning, & Worldbuilding

For the past year or so, I've been mulling over some ideas for my own Friendship is Magic fanfiction additions and the first piece of The Hunger series is going under way. I don't know how I'm going to fill the effort, but dreams have such an effect on the creative process. I speak this, because, well today I had one and it got my brain working in overdrive and I really liked what came out. What came out? More development on the antagonist and what shapes the world into well, not canon. I do this because I'm mostly an AU writer and this is evident with my work in Sonic the Hedgehog and some concepts in other genres. So, there will be, eventually a fic up here for the sake of getting out of my head. Hell, if everything comes to my mind right and comes out on paper right; maybe a prologue by the end of the month or the first week of December.

That said; how do you as writers plan, outline or worldbuild your own projects? AU or not?