When looking for a load?
 

Do you start with a clean cold barrel?
Do you keep going as it heats up ?
How many shots before you clean it and start again?
How many of one load do you use to try to find the good one ?

I initially look for a powder in the manual that will fill the case to the bottom of the neck and provide the highest velocity. I don't like a lot of space between my powder and the bullet.
At the range I run a couple rounds downrange to foul the barrel. Then I have an average 4 different loads of 6 rounds each. After the fouling shots I let the barrel cool.
I take 3 shots from each load allowing the barrel to cool for at least 2-3 mins before each shot. After the 3rd shot I wait 10 mins. (marking the target during this period make the time go faster). I repeat this for all 4 loads. Then start all over with another string of 3 shot groups.
If I find a particular load that groups the best I then load up more of it with various seating depths from just touching the rifling to off .075"". This of course is magazine permitting.
Just a note, I've loaded so many different cartridges/calibers that I would have to actually sit down and think about it. But as I recall I only ever had one rifle, a 30-06, that liked a load that was listed as maximum. Actually a bit more with no pressure signs.

bronko does just about what I do.
Normally I don't go for speed as much as accuracy. Speed is nice,accuracy better. If it works out to get both thats great.
I like to wipe out the barrel after about 20 rounds or when changing powders.
I find that slow fire keeping the barrel from getting hot is better.
As the cost of components is so much more now I do quite a bit of research on loads.
If competitors are shooting the same load and doing good with it then usually something close to that will work for me if starting with a new caliber.

I shoot pretty much like Bronko to many aspects.
I research what load has worked for others and go from there.
I start at about 1/3rd up from the starting load to about 3/4 throttle.
I load 5 rounds of each going up by 1grn each time.
I start with a clean barrel fouled by 2 rnds.
I use a timer for 2 mins between each shot for that load.
I clean between each set of loads and fouled with 2 shots. Dipped nylon brush and patch soaked then dry patched.
I walk down between loads to change targets as well for time consumption.
If I find a load that looks like it may work. I go back about 1/2grn below the load and start loads in 1/4grn loads and see where the groups start to shrink and then began to open up. I then go and begin to break loads down into tenth grain increments to tweak the load for maximum accuracy.