I usually choose the routes according to my preference toward the girls, but then again, there are some instances when this trail of thought can't apply itself. As with the case of Fate/Stay Night, we are forced to finish the heroines' routes in a linear way, starting with Saber, then Rin, then Sakura, then ultimately leading to The Last Episode, which was included in Realta Nua.
However, in most cases, I'd choose according to the girl's appearance, attitude, presented backstory, interest level, and more. But sometimes, it doesn't benefit much, especially if the first girl I choose is supposedly the main heroine of the game. Some games make the main heroine's route so good that the other routes are like crumbs on the floor. For example, G-Senjou no Maou.
But all is according to the reader himself!