Do you normally create spreads by selling/buying the long/short at the same time or do you prefer to establish each side separately?

I normally do both in my orders, but just opened a spread on HD and assumed I would buy the long put for cheap, but that long put cost MUCH (5x) more that I expected. I mean the overall price from the spread was acceptable, but I could have got a lot more for the spread by opening the long and short puts separately because I would have never paid that much for the long put. It was just an unacceptable fill price as part of the two leg order.