If you're doing it with a tuner, as most people have to, you can't pull the trem to set the intonation.
You'll have to tune, check intonation, move the saddle sharp or flat, retune, recheck, etc.
If you have what's known as a "jig" to position the saddles, or if you've been doing it for years like Rich has, you can pull the entire trem and set the saddles to about where they should be (by eye) and be pretty derned close, if not right on.
I've painstakingly set the intonation on both of my guitars and cut a makeshift jig from hard plastic based on the positions the saddles are in. Both guitars match, amazingly. :-) I often end up setting up friend's guitars and this little "toy" helps, yes, even for guitars with different types of bridges the positions are almost exactly the same.
If you don't have the patience to do this job (yes, it is frustrating sometimes) have a tech do it. It's worth the money to not have lost all that hair from the aggravation. ;-)