The Guardian has a fantastic spread at the moment in which some leading creative artists - writers, artists, musicians, choreographers, etc - talk about how and where they find the inspiration that drives them. I particularly like the very concise concluding section by Wayne McGregor. Read the whole thing here.
A couple of late additions from JDCMB:
* Hot water. I get my best ideas in the shower. No explanation.
* Read lots of history and biography. The past is full of stories so outlandish that you couldn't make them up. So is the present, of course...