I write in one sitting. My reviews don't get started until after the toy is fully tested. This tends to be a week to three weeks after I use it for the first time. I take all my pictures as soon as I get my toy, but that's the only part of my review that gets done right away. I make little mental notes daily on things I want to include, but I don't type anything up until I'm ready to write the whole thing.
At the moment, I have multiple reviews started, but nowhere near finished. Typically, however, I prefer to write my review all in one sitting. I find that my reviews are better that way.
As for how long it takes me to start a review, that depends on the individual item. There are some things that I can use once or twice before I feel comfortable writing a good review for it. Then, there are others that I need to use for weeks before I can write a review.
I use the product at least 3 times to get a feel for it before I even start the review. I generally try to do it in one setting. Although lately I am finding it helpful to prepare all my photos first as in, take the photo, download to pc, edit photo, upload to flickr etc.