I disassemble the thing completely when I get it home, then reassemble it. That way I can check for broken/missing parts, anything that may be 'off, and it gives me a warmer, fuzzier feeling when I do take it out back on the property to break it in.

I especially recommend this for used guns, because while you're in there you can clean out the years of gunk, look for cracks, etc. (especially for revolvers, because it seems like NOBODY ever cleans the internal mechanisms in those things!)