Actually, most of the time I'm a designer/art director. I come up with visual concepts for ways to tell the story or promote the message of my clients in a compelling way.
I design identities, ads, direct mail pieces, annual reports, communications pieces, signage, web site interfaces, etc. In the best projects, I come up with a fresh and interesting concept, often sketching the ideas out beforehand. Then I produce the visuals: photography (art direction, propping, coordinating talent, styling) or creating original finished illustrations. Then I build the print files on the computer, ensure that the files are compatible for the print process they'll require, and finally attend the press check to ensure the printing meets expectations. When I get to the end of a project like that, it's pretty satisfying, let me tell you.
Here's a small sampling of what I do the majority of the time. :)