I do a mix of both working at the piano and working without the piano.
Sometimes, when I am trying to flesh out ideas and some harmonic movement, I still need the piano.
When I am orchestrating or working on rhythm-related things, I don't.
Whether or not I use the piano really depends on what part of the process of composition I am in.
Or, you just write one or two notes at a time and experiment as you go, akin to writing a body of text? I just find the idea of composing with no instruments, using only your imagination a great idea, but I fail miserably in it!
The ideas in my head are hazy, and need insane amounts of concentration to come out.
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