First, here's Iris' original question: "How do you recommend us new PhD graduates pursue being active researchers, where we tackle new ideas without spending ages in literature Review sort of thing?"
Everyone finds something different that works for them, of course, but a good place to start is with your thesis work. There's always the spin-off-as-many-papers-as-you-can approach, which definitely should be done (easy, or at least easier, pubs), but this doesn't really address the issue of "how do you start your own research program, separate from your advisor?" A good place to start is, again, with your own thesis. I found that there were questions that I didn't have time to address in my thesis. In addition, as my thesis work progressed, I found myself thinking of other, peripheral problems, things that were sort of tangential to my thesis work, but still related. Once I finished the thesis, I had time to explore these ideas a bit further.
The thing I found most useful, though, was keeping an open mind and, most importantly, talking to other researchers. I did read a lot, post-PhD. I explored some related areas that I thought I might be interested in. I talked to a lot of people to find out what they were working on. And in the midst of all this, I got the inspiration for my current line of research (and, by talking to people, found my original collaborator too, who really helped me refine my idea). I guess my research path was kind of serendipitous. But keeping an open mind and being willing to think creatively about how you want to contribute to the field can help foster new research ideas, I've found.
(Of course, I'm really curious to find out what's worked for others, too. Chime in the comments, O Seasoned Researchers, CS and non-CS alike!)
Then, Iris asks a follow-up: "do you prefer the CfP line of research (have a CfP then work on a problem to publish a paper) or do you prefer the do your own research and whenever a decent CfP appear in the horizon go for it?"
This is a great question! I tend to do the latter, almost exclusively: I work on my own research and constantly monitor the calls for papers for appropriate venues. I find that there's not enough lead time, usually, between when a CfP comes out and its deadline, to come up with a problem and a decent solution---maybe I'm a slow worker that way. :) That said, I will sometimes be inspired to finish up a particular piece of a project in response to a CfP, and get something out earlier than anticipated. (The conference paper I'm putting together now, actually, is one of those things. It's research that I wasn't sure what to do with, originally, but the CfP inspired a particular framing of the work in a way I hadn't thought of previously.) I do also have a rough idea of the deadlines of the main conferences in my field---these don't change much year to year, so I also try to structure my work so that I can meet at least a few of those deadlines.
Now, here's Anna's comment and question on the issue:
I've been looking around at master's and doctoral programmes.
Unfortunately, they seem to want me to give a description of what I'd like to research - and right now, I haven't a clue. Pretty much most things sound interesting, and it seems impossible for me to judge what areas might actually have achievable and relevant stuff to do, because I don't know anything yet.
So, how do you come up with ideas at the MSc/PhD stage? Is it common for undergrad students who go on to further study to have One Big Thing they want to look at, or is it fairly common for people to be a bit vague and undecided?
This is another great question! And while I was mulling over my answer, I found a link (thanks, John!) to a series of posts from the blog Computational Complexity on being a graduate student. There's a post on graduate school apps, where the whole "how important is the research statement?" question is addressed, but there's also a post on how to pick a research problem. There's some good advice in that post; the author's main point is that reading the current literature (conference proceedings) in whatever field interests you is a good way to figure out both what people are working on currently and what questions are out there remaining to be answered.
I think it is fairly common to only have a vague idea of what you want to do, coming out of your undergraduate years. After all, your undergrad education gives you breadth but almost no depth. If you've done some research as an undergrad already (which I highly, highly recommend to any CS undergrad even remotely considering grad school), then you've either found an area that's interesting to you or ruled out an area that you want nothing further to do with....both good things. :) Or, you've probably taken a class that really caught your interest. Either way, you now have a starting point.
One thing you can do while still an undergrad is talk to your professors: the ones you're doing research for, or the ones who are teaching the classes that are catching your interests. Go to their office hours. Let them know you're interested in the field. Ask them where to go to read up on the field further. Let them know you're thinking, maybe, of pursuing the topic in grad school. Unless they are jerks, they will be thrilled to talk to you and give you some pointers. You can also do this your first year in grad school---talk to your advisor, if you have one; otherwise, take classes that sound interesting and talk to the profs teaching those classes.
(Hmmm, I guess the advice I'm giving to Iris and Anna is not so different after all! It all boils down to "find what interests you, read a lot, and talk to a lot of people", apparently.)
Anyway, those are some of my thoughts on the whole picking a research question dilemma. Again, I would love to hear comments, both from other CS people and from the non-CS people out there---how is it different in your field, in your life, at your institution? What's worked and not worked for you?