You are lucky that you can visit Kew whenever you like (within reason!) so you can work out for yourself the approach that suits you best. There's a lot to be said for making a lot of copies and reviewing them later, but there are quite a few cases where you need to order up a contemporary index or calendar volume first before you know what document to order - most records aren't name indexed in Discovery. You will probably manage to order the wrong document once or twice - which is fine, everyone does it sometimes, even if they don't admit it
- it's all part of the learning process, and it's still worth looking at the 'wrong' document, you might find something interesting in it anyway. I've made a few useful discoveries that way! And document orders only take about 45 minutes to arrive, so you can get the right document fairly quickly, and you'll have learnt something in the process.
If you want to make copies, using your own camera or smartphone is the best way to copy original documents, and you can email copies of digitised records to yourself (a bit fiddly, but it can be done), but you can't use a memory stick. Getting a printout is pretty much the only way to take a copy from microfilm, but the prints are cheap and there is very little microfilm any more so you may never need to use it anyway.
