A new way to read the Sequences:
https://www.readthesequences.com
It's also more mobile-friendly than a PDF/mobi/epub.
(The content is from the book — Rationality: From AI to Zombies. Books I through IV are up already; Books V and VI aren't up yet, but soon will be.)
Edit: Book V is now up.
Edit 2: Book VI is now up.
Edit 3: A zipped archive of the site (for offline viewing) is now available for download.
When you finish a reading session, copy the sentence or couple of sentences you're on and store it somehow. (I usually text it to myself, since I'm most likely to be reading on my phone.) When you start reading again, do a search for that text.
You do sometimes have to look for a sentence that isn't repeated frequently. If you store someone's catchphrase then this is less helpful, but I usually have an easy time spotting those.