Depends.
I usually prefer to use a walkthrough to avoid losing myself in all the routes and missing content.
That depends on the game, of course; if there aren't too many and the game is fun enough to be replayable I can go without it.
Almost 1400 games on Steam alone, not counting non-Steam porn games.
Many of these were bought through Humble Bundle for convenience, usually I was just interested to one or 2 of them and never touched the others...
For me the order is:
Low Fantasy (Urban Fantasy, Horror)
Science Fiction (Cyberpunk)
Post Apocalyptic (Western, Fallout-type game)
High Fantasy (Skyrim w/ mods)
Realistic Fiction (just barely, I prefer a little fantasy and supernatural in life)
I did in the past, but in the last years I wait for discounts.
The additional time also helps with ironing out bugs, which has become a standard of the modern gaming industry.
I wait for BD/streaming & sailing with the jolly roger.
Quality of movies in recent years has gotten really worse though, I rarely watch them anymore, and completely stopped watching tv series for more than a year....