I usually just go straight to it. If I've been having a mess about on the decks and pulled of a mix I thought sounded really good I might try and fit it in so I suppose in that sense there's a bit of rehearsal, but I usually leave mistakes in unless they're incredibly embarrasing.
I manage 99% of my CD's on the first take.
Problem is usually getting my arse in gear when I have the time to do one. :roll: