The thing about writing is that it's a creative process, which can cause problems. For starters, creativity rarely happens on demand. You can't force ideas to appear, so sitting down with the intention of coming up with a story idea rarely produces anything of any major quality. It also means that your ideas can dry up without warning, resulting in that well-known and most irritating phenomenon known as writer's block.
I find the best way to think of a new story is to not try. All my ideas have come to me when I was in the middle of something else - which is why I now carry a pocket-sized notepad and pen at all times; a strategy that my friends regard as eccentric, but one that has been vindicated many times over.
My best idea ever (the one I'm working on now) just came to me as a sudden vision, right in the middle of a two-hour lecture on computational modelling of two-dimensional fluid flows. One moment I'm checking the clock, wishing the lecturer would hurry up because we all figured out this particular part twenty minutes ago and he's still talking round in circles and finite element theory is boring, and the next moment I can see the climactic scene of the story as a three-second movie clip in my head, accompanied by a rush of ideas for the motivations and backstories of the characters involved. I scribbled down as much as I could fix in my mind, along with two short paragraphs that just came to me, and then when I got home I sat down and wrote a bunch more, now that the ideas had had time to settle and I could sift through them a little more clearly.
Also, you've got to remember that the story you just finished started as a small idea. By the time you've finished writing it, it's grown into a much larger, much more coherent piece; edited, re-written and generally much more complete and well-polished than any idea you're likely to have. It's possible you're discarding perfectly good ideas because they're supposedly not as good as the one you just finished writing - but you're comparing the new, fragile embryonic idea to a fully written out and completed book. Give each idea a little more time; think around it, ask it questions - who is involved, what their motivations might be, what events have brought them to where they are and where they want to go next. If you can think of answers, or even ideas and suggestions of answers, then maybe start jotting some of them down and see where it takes you. The hard part is not forcing it.
On a side note, I noticed a general feeling of being lost when I finished my first WIP, not because I was having trouble coming up with ideas, but because I wasn't writing the story any more. I spent a good long time writing it, and once if was finished, it left a gap - any new stuff I tried to work on felt strange, because I wasn't working in the world I'd come to know so well. New ideas for an old story have a whole framework of backstory and setting to tie into and use, but stuff that's entirely new has to stand on its own, which means it has to be stronger. It also means that it pays to demand less from your ideas, or else you risk accidentally strangling them before they can grow into something good.
