Rule 8 for history of philosophy: read the whole text
Rule 8: Read the whole text
I shouldn't even have to say this! But I do, because in fact it's very common to take individual passages or arguments or claims out of their textual context. Perhaps the best example of all is something I'll be covering soon in the podcast, Anselm's ontological argument, which fits onto a page or two and is nearly always read by itself without going through the rest of the work in which it appears (his Proslogion). In fact that argument is only the first step in a lengthy attempt to grasp God, and it's impossible to understand correctly what Anselm is up to unless you read the whole book. That's an extreme example, but it's not atypical, I think.
Of course, there may be more or less free-standing bits of text that don't need to be read along with the rest of the work in which they appear - some philosophers write aphoristically, for instance. But even in that sort of case, we shouldn't just assume that (say) a collection of aphorisms and short texts by Nietzsche has been put together with no thought regarding structure or thematic arc. At the other end of the spectrum, it amazes me that people often read bits of Platonic dialogues as if they could be understood in isolation - even though it's patently obvious that Plato put immense effort into the unity and structure of each dialogue. (In fact he even talks about the organic unity of a good speech in the Phaedrus.)
Of course, it's not always easy or even possible to read works as a whole. There are texts that are preserved only as fragments, like with the Presocratics and early Stoics; similar problems arise with, say, anonymous glosses or notes in medieval manuscripts, where we can't be sure what (if any) other material was written by the same annotator. Then there are massive works where reading the whole thing is a major commitment; I wouldn't tell someone it is worthless to read one book of the Republic unless they are also going to be reading the other nine in the near future. As with the other rules, this is therefore more an ideal to shoot for: whenever possible consider textual evidence in light of the rest of the work, for instance by considering what the author may have been trying to do in the work as a whole, and what role this particular part of the text plays in that whole.
This is incidentally another way to avoid anachronism. By being more attentive to the goals and project of the whole work, we are less likely to jump to conclusions about one isolated passage and to import anachronistic philosophical concerns into that passage.