The past two months I've been studying for the Linux+/LPIC-1 entry level Linux certification. The certification while entry level contains a large amount of details normally not used in daily operations, but still handy to know. So I went the typical route of buying the best rated book on Amazon, then going through the entire book chapter by chapter to study it. I feel the best way to study is writing down notes of the chapters, so I used Evernote from home and work.
After finishing the book, I continued on to the practice exams and found that I still didn't pick up most of the details from the book. I knew a large amount of details, improved my Linux knowledge overall, but the obscure details (font servers, etc.) were missed. I started to re-think my plan of studying, maybe I was going about this incorrectly?
I started to switch course and instead of using the book and going chapter by chapter, I checked out the actual guidelines for the exam. Here's LPIC-1 101 exam, which is one of two exams required for the certification. A nice feature of my book is that they include a PDF which following the exam and then gives you the chapter with page number where the topic is discussed. After switching to this method, I started to go down each section and take notes about the topic.
Since I was going straight to the answers, it was a much faster read and felt that I skipped over the unimportant (for the exam) topics. Also the big benefit is that I know for certain if I have a solid understanding of these topics, I can pretty much pass the test. But why and when would you want to read the book end to end?
If you need understanding how each component fits together, then I would recommend reading end to end. For example, if you're already using Linux or administration across other operating systems you know that troubleshooting often starts by reading the system logs. So you really don't need much back story as to why it's important to know the locations or using a search command (grep). For the newer users of Linux or someone fresh from school, they might not understand how important the logs are, then it would be good to read the entire chapter about logs and searching.
Also reading the book end to end allows you better understanding why you would need a search tool like grep then another tool like awk to help filter logs. A final good reason for reading the entire book is the examples and tutorials given in the book. Personally I feel that the tutorials help but the best method to learn is by figuring out yourself, which often leads to more research outside the book's text.
Something else to add, if you're preparing for an exam, use as many reliable sources of the information they you need. Currently I'm reading two books plus going over with two practice exams, and various information from the Internet. I'm pretty sure you could pass the test with just reading a single book but honestly it's a lot of information and there were questions left unanswered and just not possible to explain given the limited number of pages.