Figure out a plan then go to work.
Keep the targets with load data written on them and keep good records.
I start with several reloading manuals and get an idea of the MV range I want with a certain weight and type bullet and what powders give me that.
A little reading will tell you what powders, what primers and what bullets "tend" to work best. Notice I said tend.
DO NOT start at someone elses magic load that is max charge weight or over just because it works in his gun.
I load at max mag COAL if magazine gun to start.
I use a chrono to ensure I am hitting my MV range and not above or below.
Here is an older post on a way to do it, Jerry Teo has another good post.
Tuning a Load (part 2)