Since I read as many anthologies, both fiction and non-fiction as (or probably more than) anything else....
I generally read linearly straight through but there are exceptions. If I am made aware of a particular story I my skip ahead or read it first....
I will generally read the introductions unless they get tedious (think Gardner Dozios and the Annual Best SF anthology) or if they reveal spoilers.
One thing I do enjoy as well that some anthologies include is the 'authors take/comments on their stories.'
One of the most fun anthologies I've read is "You've Got to Read This" which is a group of writers introducing their favorite short stories.
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