DO you take one test cold then see where you're problem areas were then study? Or study first then take a prep test?

I've heard it's better to take a practice exam cold then study from there. But I did that for the SAT and ACT and I think my first diagnostic score stuck with me and hurt me more because I remembered it.

Right now I'm working through books and I can already see my main problem. I know I should stop and take a practice exam but I keep trying to go through my books first then take one and see what I did wrong and go back through the books and take another and so forth.

What was your method?

I would just take the practice tests without any prior review of the question types. After i took an exam I would stop and do something else. Then about an hour later, when i was fdresh, I would review the model answers. I found that i got more out of the model answer once i took a mental break. Everyone has their own technique. Thats worked for me.