How should I practice? This is an important question, and its answer is made somehow fuzzy by the multitude of different methods, approaches, interpretations, techniques that are available. This richness of possible ways of practicing might be an important resource, since practice needs to be tailored around the practitioner and there is no one-fits-all approach. However, especially in the beginning, having too many options might be confusing, if not counterproductive.
One way of approaching this issue is to apply to practice the method of reverse-engineering: first you clarify the goal that you want to reach, and then look for the most suitable and feasible means to reach that goal. For instance, assume that someone wants to become more peaceful. The ideal way of establishing a sense of peace is to cultivate some degree of composure (samādhi). But this seems difficult. So, in order to get there, one first needs to work with the hindrances. But what are the hindrances after all? In order to get an idea of how they work and why they should be countered, moral training is necessary. Putting then everything together, one might then start with a thoughtful approach to the moral precepts (which means not just imposing restrictions upon oneself, but using those restriction to better understand what sort of urges and drives habitually dominate one's mental life), which eventually result in a better ability with countering the hindrances; when they are kept at bay long enough, composure arises naturally, and that's the path of peace.
This is straightforward enough, but after awhile, it might be good to introduce a twist to this approach. In reverse-engineering, one simply looks for means to achieve a goal, but does not really challenge the goal itself. In contemplative practice, instead, one should also assume that the very act of envisaging a certain goal will inevitably entail a degree of ignorance or confusion (avijja, moha). Why? Because otherwise one would not need to practice at all! This is the important difference between the ordinary attitude and the contemplative one: in ordinary life, we tend to take our goals and drives at face value, but contemplative practices require to challenge their validity. This does not mean that the goal that one envisages is necessarily wrong or entirely off-track. Seeking peace, searching for a relief from uneasiness, are valuable goals. And yet, the way in which one envisions and understands them will be inevitably affected by some degree of misconception.
The more nuanced and less linear way of practicing reverse-engineering consists in trying to uncovering in what sense, or under which respect, the goal that one is picturing is actually betraying something that is unwarranted, misleading, or biased. To do so, some sort of feedback or external point of reference (the study of the discourses or other scriptures, talk with some other practitioner, if not a teacher, etc.) is most likely necessary. The purpose is to purge one's current goal from those elements that are unnecessary and nor really worth pursuing. For instance, if in seeking peace one is actually seeking to escape from others and isolate oneself in some sort of lofty alternative reality, then this attitude betrays a basic form of aversion and resistance against reality that needs to be abandoned. In this case, practice would then primarily consists in targeting that aversion first and trying to relinquish it, which will eventually yield also a more peaceful condition. In this case, the problem is not with seeking peace per se, but with the reason why one is seeking peace. Reverse-engineering applies again, but this time it takes as its main focus the removal of the surreptitious distortion that has infected one's goal.
In the end, the very idea of having a goal is already a betrayal that some form of ignorance or confusion is at work. Having a goal presupposes aiming at a condition different from the one that is already present, and somehow presupposes a sense of lack or incompleteness. Ordinarily, there is nothing wrong with this. But in the context of contemplative practice, this attitude needs to be turned upside down. We are not already at rest and eventually deciding to going somewhere (by seeking this or that goal). Rather, we are constantly brought here and there, never finding genuine rest, and by seeking goals we try to chase after our ghosts. The purpose of contemplative practice is to eventually manage to rest, by realizing that there is nowhere to go, we're already here and there.
But how do you realize this? By taking any of your current goals and progressively deconstructing it, until you're left with nothing further to chase after.