The post that was quoted here has been removedWhile this method is better than just reading along without playing anything out on the board at all, I find it still a bit too passive for me.
What I like to do is to first create a separate database for each book I'm reading. Next, I find the game in question in my large game database, or somewhere else online if it's not there, and copy the game in to the database I just created for that book.
Then I analyze the whole game by myself (while completely avoiding looking at the analysis of the game in the book). I do this in the following way.
Before each move, I evaluate the current position, writing down my evaluation right in the PGN comments for that move. Then I write down what I think the next move will be, my reasons for making this move, and how I plan to react to the opponent's most likely followup. Only then do I look at what the next move actually was in the real game. And if the move in the real game does not match what I would have done (which is more often than not the case), then I try to figure out and write down the reasoning for the real move, and also try to figure out what must have been wrong with the move I had chosen, and write that down as well.
I do this for each move, and for both players in turn. This way I wind up with very detailed notes for each move of the game. I aim to make the notes detailed enough to completely reconstruct my thought process in evaluating each move. And, only then do I go to the book and go through each move again, but this time reading first my own notes on the move, and then the book's analysis and explanations, and enter any variations it suggests or follows in to my database for that game.
Sometimes I even write all the notes in the book for the game in question in to the PGN comments for that game, following my own comments. This way I can return to the game at any time and read and compare both my own notes and the notes from the book, without even needing to reference the physical book itself.
Finally, after all that is done, I have a chess engine annotate the game for me, and look over it for anything I, the players, or the book might have missed.
Now, granted, this is not a quick process. But I find I get a lot more out of a book when I use this method than if I just follow along and play a few of my ideas out on the board for myself.