With the query pasted and formatted in my SSMS editor window, I like retrieving the estimated execution plan first, and then pasting the query into a second editor window and executing the query with the “Include Actual Execution Plan” option turned on. For bonus points, I’ll split the SSMS window vertically so I can start looking at the estimated execution plan while the query runs and returns the actual execution plan: I like this combination because I (almost) immediately receive my estimated execution plan and can start looking for problems. Once the query on the right finishes executing and I get the actual plan with all of its lovely run-time stats, I usually switch to that looking at that one.
Even if your approach is quite different, it’s good to compare and contrast.