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This paper introduces a set of concepts for user-centered design methodologies that apply to mobile and multi-device applications. It ranges from initial data gathering and specification processes to the creation of low-fidelity prototypes and their evaluation. The focus is given to usability issues of ubiquitous, context and ambient intelligent applications. The paper's main contributions are (1) the description of our findings on how to engage on the early stage prototyping process, involving mobility; (2) a set of details that need to be taken into consideration so that the design and prototyping process is successful; (3) a set of guidelines on how to evaluate mobile applications on their context of use at an early design stage and (4) a rapid prototyping framework which allows designers to quickly move from their hand-drawn sketches to semi-functional software prototypes, particularly for PDAs and Smart phones.