Sometimes what I sketch may be just random ideas and other times I am inspired by the films so much that I find myself sketching and not taking any notice of the movie at all and my wife says "well there's always another time to watch it" and I think yeah I'll buy the damn DVD so that I can watch it when I don't get the buzz for some sketching.
There are only 2 examples that I will show you of my quick sketching time and the first one below is almost like an alien sketch with the claws as the hands, I'd almost thought of making them wings but the pencil had a mind of it's own and decided on making them just arms with a one claw on each.
The lower body was inspired by some kind of insect, so you can tell that my mind wandered whilst watching Avatar, because there wasn't any insects really in that movie, but that's the beauty of being inspired to draw, it allows you to draw what you want and let your imagination take over.
Another sketch I did was this Spider sketch, I was fascinated by the smooth alien markings on the Na'vi skin and the riding beasts almost like horses and thought what if a spider had a smooth shell like surface on it's back, although I didn't get to the inking and the colour stage I already have the purple and blue colours in mind that will blend together, I'll have to finish it to show you what I envisioned with it.
Spiders are quite easy to draw once you know that they usually have eight legs and a fat hairy body, you can pretty much do anything with them design wise, make the legs longer and more bonier, add ridges on it's body, hell you could even sketch in some wings.
I'd recommend trying to sketch whilst watching a good movie or after watching one, it's really up to you, but quite often it's the Sci-fi and Fantasy movies that really inspire you to draw some cool ideas and concepts.