When following the Scientific Method, you need a way to test your hypotheses. And this is where the Small, Self-Contained Example program comes in: it's a program that attempts to isolate the specific problem, moving it out of the larger application. If you can cause a problem to appear in a SSCEP, you can start building new hypotheses about why it occurs. If you can't cause the problem to appear, then you've falsified the hypothesis which led to its creation, and can start formulating a new hypothesis.
Often, while you're creating a SSCEP the problem will become obvious — you'll move from the realm of science back into the realm of mathematics. It's remarkable how problems simply disappear when you give yourself the opportunity to step back and think about them without distractions.
So how do you start writing a SSCEP? The traditional way is to start with your program and pare it down until the bug stops appearing. As long as you keep track of what you remove at each step, sooner or later you will remove the buggy code. Then you figure out a better way to write it. However, you may need a lot of revisions to reach that point, and such programs tend to be larger than needed.
I prefer to start from the other end: with an empty
main() method (or framework-specific class) and — guided by my hypothesis — add small pieces until it breaks. Many times, the SSCEP bears little resemblance to the real program: I'm isolating a hypothesis, not building an application.
One of the nice side-effects of this approach is that the result looks a lot like a unit or integration test. In fact, particularly when writing layered code, I can create the SSCEP using JUnit. And once I have such a test, there's no reason to throw it away. Instead, it goes into the test suite as a regression test.