Oh, you wanted a longer answer? Okay, here are my suggestions.
Listen to them on tape or compact disc. CD’s are available from church distribution; tapes can sometimes be found at Deseret Industries or yard sales in Idaho, Utah, Nevada, Arizona and California. The benefit of listening is two-fold. First you hear all the words and names pronounced correctly (or at least consistently), and following along in your book while listening to the reader uses two senses and therefore is more memorable. Second, you can get through quickly enough to have a good overall sense of the story. This is particularly valuable with the Old Testament, and the Book of Mormon. The Doctrine and Covenants doesn’t follow a story line so listening isn’t quite as fun, although still valuable.
Listening is great with young children who don’t yet read, and for reinforcing the emerging abilities of beginning readers. I like the tapes better because it is easy to stop, back up and repeat. When we came across the name Maher-Shalal-Hash-baz in the Book of Mormon (2 Nephi 18:1), we listened to it four or five times because the children thought it was the coolest name they’d ever heard.
Study them in conjunction with the Sunday School lessons. Follow the reading assignments in the student booklet (including any chapters that are skipped, because reading more never is wasted) and come to class prepared with thoughts, impressions, questions and insights. The teacher will love you!
Study them topically. Choose a topic you want to know more about, look it up in the topical guide and read all the scriptures listed. As you read, look at what’s ahead of and after the verses so you get a sense of context and outcome. Follow the footnotes to find related verses. Write your impressions, thoughts and feelings in a notebook or journal as you gain understanding of the topic and how it fits in your life. (Maybe I should say see what changes in me are necessary to fit the scriptural standard.)
Study them for revelation. Begin at the beginning and read slowly for understanding and personal revelation to come to you. Ponder or meditate as you find something that touches your heart. Write in a journal or notebook to capture your revelation.
Study them as if on a quest. Right now I’m reading the Book of Mormon looking for examples of gratitude, thanksgiving and cheerfulness. I have an inexpensive copy and a yellow-green pencil to mark with, so as I find what I’m looking for I mark it. Without the distraction of my other markings I will be open to seeing new things within the stories and testimonies.
Study them chronologically. The Old Testament and New Testament were not put together in chronological order, rather they are ordered by type of “book”. History, law, prophecy, poetry, testimony, epistles, or whatever. Although it is a bit more work to do so, reading everything chronologically really helps understand what is happening and why things are said. (This New Testament list shows chronology by when written rather than by when the events happened, but it's interesting nonetheless.) (Also, parts of the books of Moses and Abraham in the Pearl of Great Price are before Genesis) (Oh, one more thing, Joseph Smith said that Song of Solomon wasn't inspired scripture, so you don't have to read that.)
So, there are six ways to study the scriptures. I’m sure there are more. The important thing to remember and do is to study or read daily: Gather the manna daily; try to save it and it won’t last, it has to be gathered every day. Drink deeply of the living water and eat your fill of the bread of life daily!