Before I got an agent, I just came up with an idea, and if that idea stayed in my head for a few days and weeks, with me constantly tinkering around with it, adding to it, and, most important of all, talking to other people about it, so they could ask me weird questions about the idea, challenge me to think of it in ways I hadn't thought, and still think it was interesting, then I'd just go ahead and write it.
Now, I have to at least run the basic idea by my agent before I go ahead with it, because there are some things that she doesn't feel confident about trying to sell. If I ever decide I absolutely, positively have to write an urban fantasy with angels it, I'll have to find another agent for that one, she won't touch it with a 10 foot pole. The same goes for torture-porn based stories.
For my current work in progress, it was one of three ideas that I tossed at her, she wasn't so hot on the other two, but it can be a bit weird now to have a professional voice intoning, "Yeah, that might sell, no, that one WON'T," and then move ahead based on that.