Usually my approach is: 1) try to answer straight away, 2) try to answer once I have some letters from other clues, 3) use a thesaurus, 4) use an anagram solver, 5) wait for tomorrow's paper. I already feel wretched about 3/4, I'm not sure I want to cheat more than that.
But sometimes this completely falls down and I have no idea where something comes from, e.g.: "Theatre of war where activity was uncovered (8)" is WINDMILL which still baffles me.