I like to put a cookie (macguffin) in the middle of the group and see what happens. Some characters want the cookie for themselves. Some want the cookie recipe. Some taste the cookie and discover it tastes terrible, or that it's poisoned. The best cookies are worth fighting about and the best stories I've experienced as a GM are the ones that the players drive by trying to sort out what they should do with the cookie. And from time to time I put it other cookies (or, to mix metaphors, other tasty treats).
This style might come across as a bit last to some but it seems to be ideal for the "play to find out what happens" style. It uses a lot of Bangs but needs me only to prepare concise points for a game session.
How about you? How would you describe your GM style?