For reading comprehension, should I always read the passage first?

ALWAYS read the passage first. Read actively and carefully.

Once you've gone through the passage — and understand it — read the question, but cover the answer choices with your hand. Then formulate an answer to the question in your own words, based on what you know to be true from the text.

Finally, read the answer choices and decide which most resembles the answer choice you formulated on your own.

You can read more about this approach here:

http://magoosh.com/gre/gre-reading-comprehension/