I typically buy the position at once if possible. However when liquidity is on the lower side I do make a test buy (1/3 of normal position size) first. This is important when you enter into quiet and tight action as liquidity can be a little lower. Depending on how the stock absorbs my test buy I make a decision to add to full right away or even add to double my normal position size intraday with the idea to capitalize on the initial pop. If the stock doesn't pop or if price pulls back to half my stop loss I cut back to my normal size.
The momentum gap setup is an exception as I only always buy 1/3 to 1/2 of normal positon size for this setup right at the open.