I find that most of the time I don't, which is probably bad really because there's lots of things I get after a few tries and I end up thinking "shit, could have done that first go if I'd pulled my finger out".
I know it doesn't really matter, and sometimes I don't think it's any more desirable to thrash up a problem onsight than doing it nice and stylishly after you've worked the moves, but I think sometimes I give up to easily.