For a light and funny story -- parody, crack, etc -- I usually get an excited rush. I'm jittery and even breathless. And very happy. Especially in the first flush of a good idea. The lightning strike really good idea sometimes makes me cry.
With a serious story, like the one that's eating me now, I feel a heaviness in my chest that's almost like a pain. And it stays there until the story is written. (Or put off for too long.) Even though the actual act of writing isn't much fun, learning the story and building it is so satisfying.
How do stories or other works grab you and demand to be created? Is it a physical sensation? Do some stories ride you and others leave you alone?