I tend not to do it in a linear way (ie - learn the intro, then the first verse etc). I learn the main riff first and really hammer it down. The I learn the secondary stuff that might be the chorus riff, depending on the song structure and then I learn intros and/or bridges. I kind of go 'big to small'. I learn the parts and get them all down. Then I start piecing the puzzle together of the parts I learned.
In my mind, if I learn from beginning to end, I tend to miss the nuance of each riff by bashing it out. So, I learn the bits independent of song structure since, when you know the parts, putting them to the song will be easier.
My opinion...It's really what's comfortable for you. The above is just my take.