Generally it depends what you need to get from it. If it's a standard research paper with introduction, methodology, results, and discussion you can use the introduction to gauge your understanding of the essential background and then check the findings.

Discussion will usually tell you where the researchers see issues in their methodology and findings, as well as suggestions on where to go from there. Reading the methodology may be extraneous to you if you trust the researchers and results. It's good for attempting to reproduce or to critique findings, but you'll ideally get a sense of the methods from the other sections.

On the other hand, if you're reading Audre Lorde you'll have to break out a highlighter and gut it out.