I'm looking at this from a more novel-like sense, but I suppose this can apply to roleplays as well.
So, imagine you have this great great great idea for a roleplay, right? And so you take this idea, and you want to start writing it, but... you have no plot. You don't know exactly where you want to go, you don't know how you want to get there. And then this great idea just kind of... dies.
Back to topic: How do you construct a plot? How do you keep yourself or your fellow roleplayers from digressing from the plot? How do you keep things from straying from the plot that the GM intended in roleplays you don't GM?