To Start with Theme or Not?

When writing a screenplay (or outlining/planning), do you begin with the theme you want to tell, or do you just write the story and hope that the theme will show itself as it goes?

I'm sure it varies from person to person and from project to project, but I don't think I've ever sat down and thought, 'I want to write a story about this particular theme/thing'. It's usually concept first for me.

But I'm curious how others do it.