Go straight through them like a book?

Do the questions by group like in the back of each strategy guide?

Other?

Not the first.

Start by studying a strategy guide chapter by chapter. Do one chapter. Then do some (or all) of the in-action problems at the back of the chapter. Then do some (but NOT all) of the OG questions associated with that chapter. The quant OG questions are in order of difficulty, so if you feel pretty good about an area, start with a question in the middle somewhere. If you don't feel as good, start with an earlier question. Do enough that you feel comfortable with that chapter / topic.

Here's the important thing: save some of those OG questions for later. There are two things you're going to want to do later:
1) general review of topics you studied previously
2) mixed sets of problems, from lots of different books, and at varying difficulty levels (because that's how the test works, right?)

And to do those two things, you need to leave a bunch of OG questions for later.

Let's say you've finished the Number Properties, Algebra, and Geometry books, and now you want to do some review. Pick 1 or 2 problems from each chapter (1 if there aren't that many of those problems, 2 if there are a lot). Pick some problem solving and some data sufficiency. Vary the problem number - some lower, some medium, some high. Then go through the numbers in random order (to mix everything up).

_________________
Stacey Koprince
Instructor
Director of Online Community
ManhattanGMAT