I'm a beginner and recently started learning Crazy Train. I'm at the very beginning that looks roughly like this:


When I play it, I press down on the 2nd fret notes with my 1st finger the entire time and only let go for the last open note, since everything else is played by the 3rd and 4th fingers and I'm lazy.
I'm wondering though if this sort of laziness can be considered a bad habit and should be avoided.
Should I lift my fingers off the strings if I'm not playing them instead?
It's not necessarily "bad", but it is not efficient. I make sure that whenever i am not using a finger, i will not put any pressure on it. So if i were to play that riff i would let my index finger remain on the second fret while playing anything on the A string, but i wouldn't be pressing down with it.

Rule of thumb: only press down with the finger(s) you are currently using to fret a note/chord, and let the other fingers rest on the frets/slightly above the frets.
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the hard thing is maintain close to the string the fingers you're not using, and NOT having them way far from fretboard, it kinda looks appealing when playing intrincate stuff but its actually bad technique. the way to go is make it look like your fingers are not even moving from not-pressing to pressing notes.
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Yes, not ideal. Two main reasons:

1) Leaving your finger down lets the notes continue to ring. Lifting it off - even just releasing the pressure so the string is dampened - will result in a lot better note articulation. Sometimes you may want that droning effect but Crazy Train is not an example of that. Check out how Randy did it: http://www.youtube.com/watch?v=ZcoweoZ6jpM

2) There's gonna come another song - one where you'll want that same finger to be skipping strings. Playing simpler riffs like this one with it planted trains that finger that it's job is to just stay put. It's gonna make it twice as hard to coax it up and across strings when the time comes.
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