What to write when
I would like to discuss writing in/out of sequence. Sometimes I have the epilog in mind and want to write it first.
Oddly enough, I was flipping through the extra material on a Black Adder DVD when I found an interview with writer Richard Curtis that addresses this. His comments were specific to TV scriptwriting but are also germane here.
Though it's not obvious when you're watching, each Black Adder TV series was conceived as a serial of finite length. Freed from having to worry about next season, the writers (Curtis and Ben Elton) wrote the last episode first. (After all, how can you judge whether you're getting there if you don't know where you're going?) After that, they went back and figured out what else had to happen when in order to set up and support that ending, then wrote that material and only that material.
As for beginning at the beginning, Curtis's advice was to write the pilot episode if you must, then to lock it in a drawer and only take it out when you need to for your own reference. Pilot episodes of TV series -- or first chapters of novels -- tend to be devoted to defining relationships and larded with background information, none of which is interesting to the viewer/reader. If it's important, it can be worked in later, once the progression to the ending is under weigh.
Looking back at my own stuff, I can see I've had very few successful stories that sprang forth as a gestalt and could be written straight through from beginning to end. I've had a lot more great beginnings that petered out because I had no idea where the story was going. My best stories have been those I started with a clear image of the climactic scene -- which I wrote first -- then regressed through time to figure out where the story actually began, writing key scenes and backfilling along the way. This method requires a lot of rewriting, but I've long since realized that my first draft is never the best one.