After completing current next action when following next action is evident, I add it immediately to my list (or do if it takes less than 2 minutes), but if there is some uncertainty about following next action, I usually park reminder about it to my in-tray and process it next time I'm processing (goal is within 48 hours, max next weekly review). So weekly review is kind of safety net which ensures no project is forgotten.
Or I try to do it that way. My success rate is fluctuating.
Total GTD newbie, better with the GTD theory than implementation.