I have to go with Jeri on this one. I tend to think primarily in melody. When learning a new song, I'll listen once, then either work the melody out on piano or violin, and fill in chord structure from there.
One blessing/curse is that I rarely 'hear' a chord, I hear each note together. So when figuring out chords on the guitar I've been able to think which notes I want, find them, and voila: chord.