I've recently made an effort to start getting more out of the reading that I do, I think one of the simplest things to do is to close the book every few minutes and summarize what you've just read. Writing down those summaries is even more effective. I'm sure people who post reviews and summaries (see some of the recent ones posted here for example) have a far better understanding of the material than if they just read it.

One book that might be helpful is "How To Read A Book" by Mortimer Adler. It talks about different stages of reading, questions to ask yourself, and other strategies. If you don't want to buy the book (it's fairly cheap), there are numerous summaries online. If you buy it though, you get a free book to practice on. Here is an excerpt on reading multiple books on a given topic:

I. Surveying the Field Preparatory to Syntopical Reading 1. Create a tentative bibliography of your subject by recourse to library catalogues, advisors, and bibliographies in books. 2. Inspect all of the books on the tentative bibliography to ascertain which are germane to your subject, and also to acquire a clearer idea of the subject. Note: These two steps are not, strictly speaking, chronologically distinct; that is, the two steps have an effect on each other, with the second, in particular, serving to modify the first.

II. Syntopical Reading of the Bibliography Amassed in Stage I 1. Inspect the books already identified as relevant to your subject in Stage I in order to find the most relevant passages. 2. Bring the authors to terms by constructing a neutral terminology of the subject that all, or the great majority, of the authors can be interpreted as employing, whether they actually employ the words or not. 3. Establish a set of neutral propositions for all of the authors by framing a set of questions to which all or most of the authors can be interpreted as giving answers, whether they actually treat the questions explicitly or not. 4. Define the issues, both major and minor ones, by ranging the opposing answers of authors to the various questions on one side of an issue or another. You should remember that an issue does not always exist explicitly between or among authors, but that it sometimes has to be constructed by interpretation of the authors’ views on matters that may not have been their primary concern. 5. Analyze the discussion by ordering the questions and issues in such a way as to throw maximum light on the subject. More general issues should precede less general ones, and relations among issues should be clearly indicated. Note: Dialectical detachment or objectivity should, ideally, be maintained throughout. One way to insure this is always to accompany an interpretation of an author’s views on an issue with an actual quotation from his text.

Another book I'm looking into (but haven't yet read) is Cognitive Productivity. Also, if you are open to it, you might consider reading a book on studying the Bible. It's really a series of connected books with lots of self reference and people have been studying it for a long time, so there is a lot on the topic. It's called Hermeneutics, and while I used the Bible as an example (because of the wealth of material on its study) hermeneutics is used elsewhere (other religious traditions, law, philosophy, etc).