Assuming you got the voice patch, I would not worry about 'waiting' for the characters to be finished speaking. It is really up to personal preference, for the most part while playing VNs I usually read at my own pace and end up going faster than the characters can speak. Otherwise VNs takes ages to complete, even moreso than usual. I only really do this during the slice of life sequences, though. Like Das B00T x2 said, you should save before each choice. Mostly in case it results in a dead end, but also because if after you finish and want to go to a certain scene. I would not recommend using a guide, as it kinda ruins the experience a bit. The choices are rather obvious anyway. Just pick what Shirou would do (and believe me, it is obvious as to what he would do in most situations). Not all choices lead to a dead end, though. Besides that, nothing really major. Although there may be 'dull' scenes, I would not recommending skipping anything (as I have heard some people do, for some reason). Everything adds the experience. Don't feel obliged to hurry through it, as it will take a while to complete. It is amazing, so enjoy.

I've gotten into the habit of saving at each choice. That way, should you die or something...