I know that when I started reading RRTCM (Card college is on my christmas list), the first thing I did was go to the platform tricks section near the back to learn some of the famous tricks. Of course, I didn't have a clue what I was doing, as I couldn't really perform any sleight well. So, I started reading the first chapter on the overhand shuffle (originally planning to brush up on things), and ended up studying the whole book, one sleight at a time, with a trick or two to go with it. The point I'm trying to make is that (as has been said before me), just go for what works for you. You might start out to learn a certain way, and 6 months down realize that you completely U-turned and did it a different way. If I would have to give a "definite" answer though, I would say, learn each sleight as it comes in the books, and then a trick or two to go with the sleight. Obviously, you'll find that you start forgetting tricks as more advanced (and probably better) ones come along as you learn more advanced sleights. That's what happened to me, and I now don't really use many of the tricks (if any) mentioned in the first two chapters of RRTCM. I also find that learning sleights first, gives you the scope to invent your own tricks and be creative. For example, I used to use "poker player's picnic" (?) from RRTCM, but have now don't use it because I invented (as far as I know) a better ace cutting effect using the sleights from the book.
Anyway, this post is getting far longer than I intended, and I think that I have strayed off point a bit, but basically do what works for you, but if I had to say, go for learning sleights first, but with a trick or two to go with each......

James, 19, Lifelong student of magic and will carry on learning for the rest of my days if I'm a very lucky boy.