Advance preparation makes winners. Always get an advance copy of the expert's file. Getting the file in advance allows you to walk into the deposition with a plan, save the client money, and take a potential strategic advantage away from the expert. Most lawyers will agree to providing the file several days in advance of the deposition, provided that you agree to reciprocate with your experts. If a lawyer refuses, then issue a Rule 45 subpoena.
Cooperation is nice, subpoenas are better.
Even if your opponent has agreed to voluntarily tender the expert's file in advance of the deposition, you should always issue a subpoena. You want the expert under the court's subpoena power, whether it comes to issues of production or conduct during a deposition. But be careful about what you ask for, because what is good for the goose is usually good for the gander. Take the time you need to get it right. It's no good amassing all of this information if you don't put it to good use.