Focusing with the 70-200 2.8 L

When focusing with the Canon 70-200 2.8 L lense, is it better to zoom in on the subject, focus, zoom out and then take the picture OR is it best to obtain focus at the focal length being used to take the photo?

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The reason I ask this question is because I've noticed that when I obtain focus at 70mm,...and then zoom in (200mm)...the lense requires re-focusing.....and then when I zoom back out to 70mm I again have to re-obtain focusing of the subject.

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I'm using centre spot focusing, f2.8, and focusing on the same point of the subject each time I focus.

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Is there something wrong with way I'm focusing, the lense, or the camera (EOS 3)?????

Larry: For some reason, I've never expected my 70-200L, 28-70L, or

any other zoom lens to hold critical focus or correct autofocus when

zooming around. If I change or nudge the zoom setting, I always

re-focus; it takes little extra time to do so, and the lens (in

autofocus) usually seems to tweak the focus a bit, which is reassuring

as far as I'm concerned. As for spot or other metering patterns, I

find (in general) it is best to meter at the focal length I am

choosing, even for a fixed maximum aperture zoom lens like the 70-200.

Of course, one can always choose to sample meter readings for a given

scene by zooming in on surfaces of interest, right?