Hi Lazybum,
You ask a good question - and the answer will depend on what your immediate 'goal' is. If you're learning and practicing a new Tactic, then you should check the answer after working on each question - so that you make sure that you are correctly using the Tactic that you've learned. If instead, you're looking to build up endurance or hone your pacing skills, then you should be working through entire groups of questions before you check the answers (as that will better mirror what you will face on Test Day, in which you have to properly pace yourself through each section).
GMAT assassins aren't born, they're made,
Rich