Depends on the book.
I'll occasionally buy books for new systems, or a new version of a system I like, just to read for pleasure. If it's not something I'm planning to run, I tend to randomly leaf through looking for ideas I can use, reading sections of fluff and checking out the art.
For books that support a game I'm running, I'll skim read the full thing then go back and re-read the bits I'm likely to use soon in more detail. For adventures that means getting the general plot straight in my head first, and then making sure I have enough detail for the next session.
I don't have enough time to read all the WOTC books cover to cover, let along third party DnD stuff and other systems I have.