I approach a painting a couple of different ways, depending on its size, and on the effect that I'm trying to achieve.
For most small paintings, especially those painted en plein air (outdoors), I use a direct, wet-in-wet method.
For most large paintings, and for some small, I use an indirect method, which means that I don't finish them all in one sitting.
With both methods, my aim is to achieve a "painterly realism" by combining thin and thick layers, soft and hard edges and by matching subtle colors of the subject in front of me.
Watch this video for a lighthearted look at my indirect painting method as I create the 24" x 30" painting, Egg with Oranges.