I agree with sketching on paper first. It doesnt take much time and it helps to get the creative juices flowing. You can play around with the digital before sketching, but you can get lost for hours "playing" around. For deadlines and something physical beyond the computer, I suggest sketch on paper first for a mock-up.

Mock ups are often used to test ideas or compare concepts. You may see that the layout or the colors do not fit your expectations (or the expectations of your client) when you do a mock-up and save yourself a lot of time and money

I always like and do the coding and coding only.
i feel i m a good at pogramming but not at the designing and the sofwares regarding this like photoshop and else get me mad.

We are talking about design, not code. If you want to see how something is going to LOOK - the GUI - you need to do a mock-up before you start to code the final page

I always done and it is recommended to do it first in photoshop to see what is going on with it then go on programming after designing all pages .It helps alot in all process