Play however you want first. Personally I think it's really boring on a first playthrough to play with someone who has already beaten the game. It's more fun, to me, for everyone involved to discover stuff on their own. Plus you won't have to worry about them talking over scenes, running ahead, spoiling missions. I played through with a friend on day 1 and we loved it, so I would recommend that if you can.
And when you beat the game the first time (I'm usually level 30-31), you play through true vault hunter mode, which is the game from the beginning but with the same character. Then when you beat that, assuming you bought it, you can play through ultimate vault hunter mode, which again is the reset game with the same character. Then from there you can restart UVHM as many times as you want.
Then do it all again with a new class.
I am a juggler/prop manipulator/fire performer, I'm awesome, here's my channel: http://www.youtube.com/user/markconigliaro