I use these type of thought experiments all the time. The fusion reactor I have designed is completely derived from them. www.DDproFusion.com
To me, thought experiment always comes first. Sometimes the result is obvious, and sometimes it's not. The most exciting ones are when you're not sure what will happen and can do smaller experiments to refine your model over time to get closer and closer to the (possible)truth.
Thought experiments are particularly exciting to me because of the ability to scale time or space in different ways. You can watch e/m waves interact with electrons, or watch a canyon erode over millions of years.
Man I love science.