Quite the best way to proof-read is to read aloud with a friend. You will pick up a lot of faults in punctuation and simple structural problems. I learned that trick as my father worked as a reader while he was studying and would read me the books aloud (as a young kid, I heard things that astounded me!).
It is a good idea to proof as you go, though. Take the stress of that last read off to a high degree by checking every paragraph for small errors as you go.
And a word of caution about this: you can use this time as a way of breaking the 'hammer' effect of typing long passages, but DO remember to take your hands off the keyboard and mouse. Shake your hands thoroughly and check your seated posture. This way, you will avoid the writers' cramp that affects so many of my friends.
Of course, you will always pick up small errors. I have found a ton in the works of Mark Twain!! But do your best to avoid the ones that annoy the initial readers.