I usually find the character's moves that fit in certain criteria.
1. Crushes (Leifang 3P+K, Ayane 4P, Gen Fu 3P, etc.)
2. Spacing (Kokoro 214P, Ayane 3H+K, Mila 4H+K, etc.)
3. Good stun extension for each hit level (stuff like Kokoro 9P, Gen Fu 3P, Leifang 3P, everyone's P, etc.)
4. Any reset throws (Gen Fu 214T, Mila 6T, Kokoro 236T, etc.)
5. Any parries (Leifang 3H, Gen Fu 3H, Hitomi 9H, etc.)
6. Launcher or launcher equivalent on each level (Kokoro 7K, Leifang stun/CH 64P, Sarah 3P+K, critical bursts, etc.)
Then I learn juggles, setups, and gimmicks. Then I'll learn the matchup specific tools and strategies against each character (but mostly characters that I hate, like Gen Fu). Then I'll go through the command training every once in a while and make sure I'm not forgetting about a move that could have a use in certain situations.
So say I wanted to learn Leifang. I'd learn that 3P+K, 1P, 66K, 9KK, and 6H+K are good crushes, that K2K is a passable spacing tool, that P, 3P, and 3K are good stuns on those level, that she has no reset throw (outside of her terrible neutral throw without doing the followup), that 3H, 9H, BT 1H, BT 7H, and 4P+K are parries, and that 64P, 8K, and 66K are good launchers. That alone, even without real juggles, setups, and matchup info, is enough to play the character at a passable level.