Scenes
I always set up scenes in a similar way.
1) purpose
Every scene serves one or more purposes, and the first job in setting up a scene is to establish the scenes purpose.
I have distilled a number of general purposes for scenes, but different structures and circumstances may provide others.
Hook. The first scene in a session will often provide a hook into the sessions events. Something to get the ball rolling.
Action. These used to be the only scenes I ran at all. They are the scenes that most RPGs mechanics support, and provide the excitement.
Development. Interface Red introduced me to these scenes. I intersperse them with action scenes and they provide space for reflection, plot development, character interaction etc. stories are much richer for their inclusion.
Climax. Every session should build to a climax. A big event of some kind that ties everything together. Often I play this as an action scene.
Resolution. I finish sessions by tying up loose ends, seeding hooks for future sessions, and generally rounding the adventure off.
Seeds
A scene begins with one it more seeds. These are ideas that can be combined to give a premise for the scene.
I have found that generally I want two or three seeds, and pull as many of them together into a scene premise as possible.
Seeds can come from (amongst other places):
Character goals
Scene types
Random idea generators
Game structures
NPC goals
RPG specific generators
Never be afraid to gather more seeds for a scene, especially if no premise springs to mind. You don't have to use them all, but weaving as many together as possible can lead a story in unexpected directions.
Once you have your seeds, pull as many ideas from them as you can into a single sentence describing what the scene will be about. This is the scene premise.
Test the premise
Once you have a premise for the scene it is best to test it using a GME.
If the scene is altered or interrupted, you can use the seeds to help guide a new interpretation of the scene.
Build challenges
Once I know what the scene is going to be about, I can use the rules of the RPG I am using to build any challenges or set up any mechanics I will need for the scene.
The more I can set up in advance, the less I need to set up while playing and the smoother the scene will run.
End scene
Once things have run their course, I take stock and Update anything that needs updating.
Then I look at character goals (both pc and NPC) and note down any changes that might lead to seeds for new scenes - the goals and plans of my player characters are especially useful for this.