how do you all level your characters?

Do you go through everything in each expansion in each difficulty or do you just kill Loghorrean and then move on to next difficulty to get to ultimate immediately?

or other methods im unaware of.

I recently did a veteran run (did intent to go to ultimate) and i have yet to finish AoM (about halfway through it) and FG and my character is already level 67 and figured i might be a tad inefficient which is why i figured i'd ask what others do :)

im not sure i'll be playing today the new expansion as i will have to wait for a friend till he's ready to start our level 1 journey together and i'd rather go blind with him together