As a game UI / UX designer, creating detailed and thorough mockups of everything I create is very important. This allows me to get feedback from the rest of the team and see if any changes need to be made. Rough mockups also allow for quick iterations to be done on them. Below are some "before and after" mockups showing my UI design process.
Mockups made at Volition
Mockups for Wicked Wizards
Mockups for Cyber-Death
Mockups for Man, I Love Fishing!
Mockups for End of Feline