I generally use a route-plotting method very similar to Chris S's.
(Have you noticed that WinGDB3 is still called WinGDB3 but the latest download (beta) has a few new options to play with)
3. Then I join them up using the routing tool. Sometimes you have to switch to "Use direct Routes" as the auto routing option can get confused. You can switch it on and off as you want.
I have to say this looks a bit dicey to me. I think its safer to stick to one methodology or the other when planning - 'cos one thing's for sure, that's all your GPS is going to do when following it.
(Exception: I quite often switch into 'Follow Road' in Mapsource just to check for 1-way systems going through a town, but having checked would undo that section and re-plot it in Direct mode as usual.)
Actually though, I'm more and more using Google Maps for planning and Mapsource just for tidying things and uploading to GPS.