I used to just go in .5 grain increments and work up, but have changed my method.
Nowdays, the first thing I do is start with a ladder test. I will poll 3-5 different loading manuals and average to get a max load. From there I will go in .3 grain increments for the smaller cases (.4 increments on larger cases), and work my way down to a starting load, usually loading about 8-10 rounds. Once at the range I will start at the bottom, working my way up, shooting across the chronograph. I will watch for pressure signs on the cases, and watch velocities to see how they are tracking with what is expected. I will also watch the target to see where shots are wanting to cluster around nodes. These first 8-10 shots will tell me a lot about where I want to start looking for sweet spots in my load, and how the rifle is going to handle pressure in regards to a max load.
From there I will start loading groups to test around suspected accuracy nodes, normally staying with the .3 grain increments. Once I have my powder charge, then I will start playing with seating depth. This method just seems to be more efficient for me. Most of my shooting is done in short sessions at work, so that influences my method too. I never do extended sessions at public ranges. Or public ranges, period.