I typically take 2 to 4 types of bullets I prefer and have enough on hand to test the gun. I then have 3 to 4 different kinds of powder in different granulations to try behind them. I start with what I deem a mild load, around 70 grains.
I shoot thee shot strings without any scope adjustment, just to see different points of impact. Once I get a bullet/powder combo that is shooting well, I let the barrel cool if it has a few rounds through it, and adjust my scope to that load. I shoot it for at least 5 three shot strings, and average my results. If the load holds, I write it down for future reference.
I try to test all the bullets, as you may think you have "the one" to find out that the next one does better than you could have imagined. I will be shooting some of my new designs soon, and the only thing I will be testing it those bullets with various powders. I have one for .504 calibers, a 495 grain beauty, and a 467 grain version for my .451 guns. I have yet to shoot any as I am waiting for my custom dies.
I only make my step ups in powder no more than 5 grains at a time while working on accuracy. I also try to shoot at least two guns so the one will have time to cool between strings.
I like to shoot on cool but not freezing days, little wind as possible, and on our public range. I just got an Outers shooting rest so I can't wait to get all my stuff together once I get my dies in and hit the range. But I guess that's pretty much how I do it.