I personally use pen & paper first. I think you should have a lot of freedom when planning a level, using a tool like construct 2 or a level editor may restrict your creativity during the initial phases of level design.
When working with your level editor, you tend to focus on what you already have and try to make the best use of it. Using pen & paper (or equivalent like photoshop) makes it more easy for me to think outside of the box. I would often get new ideas for game mechanics while working on levels, and rarely when I'm actually building the levels in construct 2 or in a level editor.