Typically, when I start a shot I work primarily in stepped mode. This allows me to get my key poses in and hold them in place without having them loosely spline from pose to pose.
One thing I do during this phase is roughly block in my holds. I place the same pose at the beginning and end of a beat (or similar pose for ease ins/outs). It's important for me to do this, because it's misleading to let the stepped keys do the hold for you. If an animator doesn't account for that end pose, once they hit spline, that hold will disappear and that’s a big reason for splining to feel swimmy initially.
From time to time, I will select all my keys and convert them to linear. This gives me a rough sense of timing, and lets me know how fast my transitions are between major poses. I'll go back and forth between stepped and linear a few times, and when I feel I have all the information in there and my timing is working well, I’ll convert to spline.