What method do you use to complete all the missions?

My first play through, I played through most of the story so I could unlock all the side missions. Then I spent a lot of time doing said side missions, which sort of made the flow of the story feel off and the last few missions feel super rushed. I started a second playthrough with the intention of completing each side mission as they appear. For example, I'm clearing out all the Sandman stuff and photo ops before continuing with the main story. I'm hoping that this method will make the game feel more naturally paced. Although a downside to this is having to explore the map to find all the activities. I'm not sure I like that feature as much as I thought I would. I sort of miss just having the icons appear on the map menu.

Anyway, has anyone else tried experimenting with the pace of the game?