By regularly monitoring the most stable millisecond pulsars over many years, pulsar timing arrays (PTAs) are positioned to detect and study correlations in the timing behaviour of those pulsars. Gravitational waves (GWs) from supermassive black hole binaries (SMBHBs) are an exciting potentially detectable source of such correlations. We describe a straight-forward technique by which a PTA can be "phased-up" to form time series of the two polarisation modes of GWs coming from a particular direction of the sky. Our technique requires no assumptions regarding the time-domain behaviour of a GW signal. This method has already been used to place stringent bounds on GWs from individual SMBHBs in circular orbits. Here, we describe the methodology and demonstrate the versatility of the technique in searches for a wide variety of GW signals including bursts with unmodeled waveforms. Using the first six years of data from the Parkes Pulsar Timing Array, we conduct an all-sky search for a detectable excess of GW power from any direction. For the lines of sight to several nearby massive galaxy clusters, we carry out a more detailed search for GW bursts with memory, which are distinct signatures of SMBHB mergers. In all cases, we find that the data are consistent with noise.