Yes and no...
For recreational classes, yes, definitely - I do a 12 week plan including the skills I want the gymnasts to learn and the progressions - I do these for myself and all the coaches under me.
For squad, I have an overall month plan, then break it down - I don't write an actual session plan, but I know exactly what I want to achieve and by when. I find it too time consuming to actually write session plans for each session as I'm in the gym every day. I do keep a diary of training though and evaluate my sessions afterwards - sometimes on my own, other times with my assistant coach and sometimes with the head coach.
I'd love to be able to fully plan my sessions on paper but working 10.00-4.45 and coaching 5.00-8.00 every day and all weekend it's just not going to happen!