[Theory --> Unsolved Questions] or [Theory --> Solved Examples --> Unsolved Questions]

Have been hearing that doing unsolved questions directly after reading questions or even attempting the solved examples without looking at their solutions helps develop a deeper understanding. This is in contrast to conventional method of theory then solved examples and then attempting unsolved questions.

Of course, first method might have a drawback of taking more time but has anyone tried doing it the way in first method? How has been the experience ? Would it work differently for Physics, Chemistry and Maths?