Most of the sugars are extracted when you mash. The sparge is to rinse/extract the remaining sugars from the grain and stop the process. So the gravity from the sparge wort will be lower than the mash wort (or first runnings). Depending on your sparge method, you don't need to take samples during the sparge. Also, depending on how you're taking the gravity, your readings could be far off.
If you really want to, take a sample pre-boil (once both the mash and sparge worts are combined) to see what you're at.
Personally, I don't take readings until the wort has been cooled and is in primary (prior to oxygenation and pitching the yeast). Once I have the sample, I take the OG via a refractometer, so I don't have to worry about any influence of temperature. If you only have a hydrometer, then you have a more difficult process for taking the reading. At best, you need to cool it close to the calibration temp of the hydrometer (typically 60F) before taking the reading. At worst, you need to offset the higher temperature reading to get something close to accurate. IMO, more trouble than it's worth.
