Alternatively, you could let yourself look through the instruction book once and then build from memory - could even add a "phone a friend" feature where someone gets to look up part of the instructions and describe to you what needs to go where. (Nah, that's kind of silly :D )
I'm fond of the dump everything in a pile and build from there, but if you'd like to prolong your building experience, bricklinking larger sets can certainly do that. I just finished Bricklinking R2-D2 (the ~2000 piece UCS one) and it took close to a month between digging through parts that I already had, making bits that I could as pieces arrived in the mail, and then searching everywhere for things I was "sure" I had and then having to make another bricklink order. It was fun! (Actually, it really was fun, no matter how sarcastic that sounds.)
I've also found that I'm much more willing to say "Nah, I want to do it this way instead" when I'm Bricklinking sets and making modifications to designs that Lego has made.