Question I've been meaning to ask the SPs myself, Blackcat!
How I percieve usually falls into a few different approaches. The most common one is when I am caught up in my thought and I enter a situation- I am looking for something very specific in the environment/data (I scan) for the exact sort of observation or data that I need to add to my concept/to test it. (A clue of sorts.)
Another mode is observation. I learned a lot about this from paying attention to how I communicate to my friends what is happening/has happened. I always draw attention to what I think is an encompassing point (or encompassing points) within the situation- something that is an unique detail that is a perfect microcasm of the whole within macrocasm of the whole. So if you listen to a story I tell, it's usually chock-full of expanded-"shortcuts" so to speak (tailored to my audience hopefully). And I get so impatient with chronological stories that don't have a tonal emphasis. I need to know what to pay attention to!
The last mode I can sort of think of now is interaction. I poke and prod at people and watch for their reactions. :P