It depends on the headline - if it is a generic headline about a topic of interest, I'll read the comments, as the discussion usually covers the topic well. If it is a blog post or article, then I read the article first, so I get my own unbiased view of it before diving in. The one outlier is links to results from a medical study, I rarely read those comments, because they are typically just skeptical negation of the study, so I just draw my own conclusions with my own dose of skepticism.
I click comments, it usually loads faster than the target url (on my crappy internet speed) and I can gauge if it's worth loading.
Usually comments. I read them like cliff notes for the article.
If it's an article that seems to have an agenda (political, technical, entertainment, religion etc) I read the comments first. If it's an article about new tech, new science etc, things that are unlikely to have an existing constituency, then I read the article first.
It all depends on what the topic is, and where the URL is pointing. If it's going to Medium, for instance, I don't bother opening the link because I won't be able to read the article.
Usually the comments first. Unless the article title is too catchy :P
Usually the URL. Sometimes the comments first. Factors can be the number of existing comments, importance of the article vs perceived importance of comments.
75% URL, then I go to the comments if there's something I didn't understand, or if the subject tickled me and I want further immersion.
Comments first when I believe people here will add value. If not, link. Anyhow, I usually open both.
Usually the comments first (unless it's from a site I know) to get more context.
Comments. And they are often more insightful.
Comments first
Most times I open the comments first and hope to find a "tl;dr" section in the first comment.