Well DC, my current approach involves 4 stages
1. Analysis and fingering: I study the score and technique in detail and COMPLETELY finger every note. I've found this has many advantages and it's gotten to the point that I can barely stand to play anything without having prepared and studied the piece and come up with my total fingering. You may say this is limited and you may well be right but I feel this approach gets me closer to the level of good music rather than merely adequate, it also appeals to my rigorous nature.
2. Independent mastery: I play carefully hands separately (sometimes with some hands together, it depends on the piece) trying to get all the rhythms right and try to get a nice tone, I also try and solve all the individual difficulties of each hand taken independently.
3. Co-ordination: I work on the issues of co-ordination of the hands, building up fluency and learning and developing the basic musicality of the piece.
4. Advanced Musicality: I try and build up and deepen my musical approach to the piece, experiment with different options and find my own interpretation, which can involve a lot of departures from the traditional ways a piece is played and even the score itself.
Needless to say some elements of all stages appear in each other stage but the things I actually focus and work on most follow this structure.
I'm not saying this couldn't be applied to Jazz, nor that I couldn't broaden my method but I do really like this approach and I'm sure you can see it's fairly suited to classical.
As for my Music being as free as Jazz... Perhaps that's an overstatement, I really just mean I don't believe the rules matter, my music making is based on my own guiding principles which I apply as I see fit. If you want an idea of what I mean, perhaps take a look at my Bach and let me know what you think. It's a bit radical but I think it works if you can listen with an open mind (Which I'm sure you have dc)
@ Stevensk
I liked Marian but I think Hiromi is better haha

@ chopinlover
I actually have played Fallout 3 and really enjoyed the game and the music. I'm not really into games now though, I tried to play New Vegas but was just past it.