I usually read the rulebook, then find a video (ideally "Watch It Played", Rodney is a treasure) to confirm my understanding of what I read and/or clarify anything I didn't. This is usually sufficient. Another cheeky way to learn a game is to play it on BoardGameArena where the system won't allow you to play the game wrong.
I tend to follow the game's set-up process and then watch a How-to-Play video, if one exists!
I'll then try and parse the rulebook with the knowledge from the video, and if I have the time, I'll even try a couple of dummy rounds by myself to get a feel of how it should work.
I usually watch a video after reading the rules and trying to play for a little bit. It usually helps cover the gaps in understanding or areas that I’ve misinterpreted the rules, while also allowing myself to become familiar enough with the game that I don’t get lost.
This is closer to my process. I give the rulebook a first pass, push some pieces around, and then I look for something like a 10min video that goes over turn actions in detail or exceptions to check my understanding of what I did when I was playing multi-handed. A trick I find that works well is to "build the world":
Look at components, what does each piece represent, what are spaces on a map, what is the nuance between similar spaces/pieces. Are there things listed on the board that are tracks or warnings or things like that.
What's a turn look like; how are actions selected, what actions are options, etc.
What special things do I need to be aware of
How does scoring function.
3 gets short shift before watching the video, but I do it this way because what they talk about in scoring makes little sense if I don't know what the components are, etc.
This is how we do it as well. Prevents you from reading for hours on end. This way it's fun and rules tend to be remembered better as well.
If we do read up on the rules before starting we have to go back to the rulebook during play anyway because it's often difficult to remember everything you just read.
Now that I have kids I don't always have the luxury of reading the rules the same day we play the game, so what I usually do is I read the rules a few days in advance, which means I won't remember as much when the time comes to play, so then I end up complementing that with a rules explanation video.
This is pretty close to my process too. I also try to play at least a few turns of a dummy game against myself after reading the rules, just to get a vibe of how turns go.
Start with the win condition and work backwards from there, then as you learn each action you can take, put it into context for how it helps you. Then play a few turns against yourself to get an idea of the flow.
I read the manual and then I search the internet for any rule unclarity to se if there is an answer (errata, FAQ, community consensus).
Almost never watch videos, don't learn from them as well as I do from reading.
Usually read the rules if I'm going to introduce someone new to the game even if someone previously explained it live. Have had to many cases of someone teaching the rules wrong, to blindly trust someone (except like one other person I know who is usually correct about everything)
I usually do the setup, then play a mock game by myself as I read through the rules and if the rules are very unclear I will watch a how to video. I find I have a more thorough understanding of the game doing it this way rather than by reading straight through the rules first. I frequently teach games so, getting this sort of understanding, though more time consuming now, means less looking at the rules while teaching and a smoother experience for everyone.