I'm always thinking ahead; I suggest you do, too.
As primarily a location portrait photographer, I'm constantly looking for interesting backgrounds and walking around NYC always delivers, but you have to think ahead. Instead of trying to remember all the backgrounds or settings I see, I'll take a snapshot of whatever caught my attention and file it in a dedicated folder on my computer. Then, when I have a portrait subject to shoot, I can match the person to an interesting background and not have to go scouting each time.
When Ikon Model, LeVey needed a new headshot I knew exactly the background I would use to compliment her natural beauty and Native American look; I wanted an earthy tone but one that would contrast with her dark hair. Two weeks earlier I had seen just such a background--an old rusted door--and added it to my file. The shoot went smoothly, using north-facing available light and a natural reflector from the light-colored ground.
So think ahead and keep track of the great backgrounds and locations you see every day.