I have to be honest: I'm terrible about plotting things out. I tend to just sit down with a few words or a phrase in my head - or maybe some idea of a major overall conflict - and then write, and occasionally I emerge with some semblance of a cohesive plot.
If you follow my example, well, there's still hope. Every once in a while, I do manage to make myself plot things out. Not in too much detail - I think half the fun of writing is discovering the story and the characters as you write - but just enough so that I have a rough idea of the sequence of events. Then I write those events down on a scrap of paper and promptly lose it. This way, I've actually thought through the entire story - helping to avoid plot holes - but I don't feel like I've confined myself to a single possibility, or like I'm rigidly filling in the gaps between scenes.
If you don't have quite the same issues, I recommend a more detailed outline. A scene-by-scene outline can be immensely helpful because it allows you to write scenes out of order - very helpful if you occasionally find yourself with writer's block. Writing a one-paragraph or one-page synopsis (like you'll have to do if you ever submit a query for a novel) is an excellent way to get a long view of the story without trapping yourself in details. And every once in a while, I find it very helpful to outline with an eye to how many pages I want to spend on each event - this can work wonders for your pacing, or it can drive you insane.
Or you can just write without thinking about it. When it comes time for revision, though, serious plotting and a detailed outline will save your life.