Hello, I think it's good practice to do both! It's good to start recording short phrases in the beginning and when you start to feel more confident you can make it longer! I also think listening to the whole program is very important, that way you become more familiar with the prounounciation and the flow of the speech. Good luck!

I think the best way to improve is to practice as much as possible, especially with native speakers. Listening and studying how other people talk is inportant too and you can do that by watching movies. Recording your speech can help you practice and then you can hear yourself back. :)

Might is the past tense of may. Must and should have similar meanings, it means you are obliged to (you have to...). The difference is that you can use "must" to express an opinion about something that is very likely for example "you must be very naive to believe him after he lied to you serveral times". Whereas "should" is used to indicate the probability for example "I should have scored higher on this test, I studied so hard".