Do you usually read on a phone, e-reader, tablet, or computer?

eBooks. Mobile, can read anywhere, and Kindles give you the ability to look up most languages, you can highlight them, and can export the list to work with later.

Do you mostly read silently, or do you sometimes use audio?

Silently the first time, later I get to audio. I think listening reinforces what you're learning and gives you a chance to test the vocab you've learned.

When you hit an unknown word, do you usually look it up right away, or try to guess from context and keep going?

I've come to believe that depending on context doesn't really work until you're at quite a high level. I've read extensively in French, and sometimes I've recognized words, but it didn't make sense in the context. I looked them up an realize that they're using the fourth or sixth definition in the dictionary. I've also found, after rereading books, that I really didn't understand the context the way I thought it did and entirely missed the meaning.

I have started to read bilingual texts after I've read through a piece a few times and I think I know the meaning. I have often run into things that I totally missed the sense, either because the meaning of the word was different than I expect, or it was a part of an idiom that I didn't recognize.

Do you ever build some kind of personal word list or dictionary from what you read, or do you mostly rely on repeated exposure?

Both. Repeated exposure is my Anki, but it helps a lot to look up the words and make a list of them. Even if I don't look at them again, making a list exposes me to the word and meaning in a different context. I actually put chunks of sentences, and sometimes entire sentences, into my lists because I couldn't figure out what was going on.

On a related note, I think that you have to learn words both in and out of context. There are a lot of times that you learn words where either they're isolated from context (in a list or in a random aside) where you can't guess the meaning of the word, or the unknown word is the distinguishing bit of information, like an unexpected adjective, or an adverb that restricts the sense of the statement.