How many times have you read it? Did you start with the book and move to the website? (Anecdotally: I enjoyed until the half of it reading it while commuting but lately I've found that you can read them online (for free?!) And also have comments to every essay in part.(which I found insightful) should one start again but read it through LessWrong and the comments?
I am currently reading it, currently in the Quantum Physics sequence. I read it all here on LessWrong, I did not buy or read the book version. I sometimes skim through the comments a bit, but sadly, the threads have been unraveled a bit and it is hard to follow a conversation. I don't remember any specific occasion where the comments enlightened me in a new way, though they are sometimes interesting. I doubt it is necessary to read them, though.