Generally, cover to cover, going as quickly as I need to in order to avoid losing interest and abandoning it. This is probably not the most effective way to absorb the material. I would learn more by doing the exercises, taking notes, etc. But when I've tried to do that, I usually don't get more than a couple of chapters in before I run out of willpower.

So these days, I figure absorbing half of the whole book is better than absorbing all of only a small prefix of it.