When I get an idea, it means I get a setting and a character. No plot, not really even a theme. I begin to write a scene involving my character in his setting. Then maybe another. Pretty soon, enough extra stuff gets generated through this process (other characters, background info, a situation generally, a problem the protagonist has to confront) that a plot begins to emerge. All a plot is, really, is what characters do and why they do it. And theme? Leave it alone. If there's anything philosophical that is of burning concern to you, it will emerge in your writing whether you deliberately put it in or not. You won't be able to keep it out.
I'm sure me trying to pull off a mystery would have all the depth and suspense as an episode of Scooby-Doo!
Keep a journal stuff full of all those great ideas, with little notes as to what they might be useful in telling; fantasy-adventure, old fantasy, bronte style drama, pratchett style comedy. Then over time make even more notes! Eventually, when you have an awesome plot idea, you can go to the journal with your vague characters and use those ideas to flesh them out. I keep my journal on my desktop and it's got loads of notes about random ideas, half written chapters, conversations and so on, ready for when I need them. Hope this helps, happy writing!
As someone who has dabbled in Crime Fiction, I tend to work backwards. My idea tends to be the resolution of a mystery of some kind and the plot develops as I work out how the characters have got to where they are at the end of the story from the beginning.