Not so much a process question as it is just a curiosity what others find themselves more inclined towards (and probably depends on the design/mood):
Is the more delicate, sometimes neutral monoline balance of the thin/extra light master drawing more interesting/enjoyable? Or the darker, sometimes more character-rich bold/black master? Maybe it's the balance of the regular, intermediate master? Or perhaps they're all equal.
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And, similar to James, with a more characterful serif, the lightest can be quite interesting with how much to turn up/down the light and dark spots. (Oculi is really nice, btw.)
In some typefaces one might well need or want a master in between the lightest and heaviest weights. It seems like the best place for this is at whatever point one wants the contrast progression to begin to change just afterwards.
Don't get me wrong, I do enjoy working in Black weights, I just prefer Thin.
I have turned to 2000 UPM since I tried to draw a rounded corner sans-serif Thin at 1000 UPM
I work with two masters, and I look not to have a too dark Black, which saves me much of a trouble on that end. And I can later decide to add Heavy or Ultra in the future with more optical compensation.
A big problem is characters that don’t have a consistent angle of stress.
And, as Paul says, keeping counters open.
It might be “fun” to draw one or two of these problem glyphs, but there are so many of them in fonts with a full slate of Features and extended language support!
Thin is far more easy so you get speedy results and the pleasure to see things quicly ready.
Black is difficult, but more rewarding every time you achieve a good design for a challenging glyph.