Off the top of my head the only ones I can remember managing to read cover to cover were the Knights of the Old Republic Campaign Guide, the Star Wars Saga Edition core book, and the 3E FRCS.
I recall trying at various times to read the Player's Handbooks cover to cover for 1st, 2nd, 3rd, and 4th Edition D&D, and not managing it for any of them. Although for 2nd Edition I remember getting through everything except the spells.