First and foremost, I'd start by reading books such as "Designing Great beers" and browsing websites such as this one (HBT) and Beersmith, lots of free info to give you a base knowledge of designing your own recipes.
I still follow a bunch of recipes, if it isn't broken, why fix it, and others I will substitute grains or hops, or move a percentage of the bittering hops to the flavoring hops to create a brew that is tailored to my tastes, just recently, I had my first stuck fermentation, I learned a valuable lesson on mash temps, even though I had brewed a particular beer a few times without issue, the brew Ghods threw me a curve ball.
As with Ianw58, I go to the local beer mecca here and I'll buy bottle or two of a particular style or a beer that has been talked up here on the forums and I'll try it, if I like it, I'll try to fine a clone recipe and tweak it to my tastes.
I usually stick to about 12 different beers that I really like and have made a bunch of times and have made an adjustment here or there to improve it.
Once you get a base understanding, you can start to manipulate recipes, and move on to designing your own.
I'm sure that others with much more experience than me will chime in, but this is what has worked for me.