Do you usually read all the way through a module before you run it?
Yes. Mostly just to satisfy myself that the PC's actually can handle it - or be aware of what they can't handle - understand how the traps work, how much loot there actually is (or isn't), etc. I came to this philosophy from one specific incident of one specific module.
I was a player in a 1st edition game and the party was going through G3, the Hall of the Fire Giant King. We'd marched right through it much like we had G1 and G2 since we had a very large and capable party that was heavy with fighters. We'd finally gotten into the main treasure room and we were doing our Standard Operating Procedure, with multiple thieves checking for traps, removing any they found, opening locks, and then having the high-hitpoint fighters do the actual OPENING of chests just in case a deadly trap had been missed, because thieves were typically NOT the ones best suited to actually EAT the traps that would go off. Anyway, the DM was reading down the list of some nearly twenty chests/containers, one at a time, and stating the contents of each. THEN without breaking pace he reads aloud the note at the END of that section...
"These locks cannot be picked... by... thieves... Ah crap... and must be opened by "bending bars" or Knock or Magic Missile spell."
The DM was beet red with embarrassment, self-loathing, frustration, etc. for having missed one of the few opportunities to GENUINELY challenge the party after what had been, up to that point, not all that intense an effort.
We tried to make him feel better about it at the moment by telling him we'd have lynched him with such a lame-arsed fiat declaration that locks simply were IMMUNE to being picked. The most we'd have settled for is to apply a penalty to chances of success. Simply making thieves utterly useless at Job#1 for their class would have meant immediate mutiny. But we all knew he'd blown it in a HUGE way for no other reason than he'd never bothered to actually READ it and make himself aware of what our party was facing. He might even have pumped up the challenge in some fashion - and SHOULD have.
Of course it became one of those infamous incidents that players never forget - and never let YOU forget. I never wanted to be That Guy. Of course I still am That Guy every once in a while because when you know you're the best at what you do you get overconfident and sloppy sometimes.
Is your answer different if it's a mega dungeon with like three hundred rooms?
I don't use mega dungeons. Not since about 2005 anyway. They made ABSOLUTELY no sense to use under 3rd Edition when every 13 or so rooms is another experience level. Even under 2nd Edition they served little purpose in any game I used them in (such as the Ruins of Undermountain) and players tired of them quickly as a pointless grind - and this was among players who lived to clear every room of every dungeon of every living thing and every glint of treasure.