When I started reading Mason & Dixon several years ago I spent the first half looking up all the obscure references, keeping track of all the characters; trying to figure out exactly what Pynchon was saying in the book. Eventually I got tired of this approach and just wanted to finished the damned thing. So I abandoned all my research and read it as I would read Nick Hornby or any of the other books you buy at the airport to get through your flight. But since I never really "got" the second half of the book, I want to re-read it again and catch up on all the things I missed.
Since that book, which I finished in 2000, I've read a lot of books with historical context, most recently William T. Vollmann's Europe Central. The Internets (tubes, not trucks, don't 'cha know), especially the Wikipedia, really bring a lot to reading books like this if you have the dedication to look up the historical references and learn the context surrounding the story the author is telling. For example, the Warsaw Riots were mentioned by one of the characters in Europe Central, so I read a little of the history. I also read Antony Beevor's Stalingrad to fill in those gaps in my knowledge. And the Warsaw Riot section of the Wikipedia linked the movie The Pianist (which I'd watched on DVD several years ago) to what I'd been reading. Dmitri Shostakovich is one of the characters in the book, so I downloaded his Seventh Symphony (part of which was written during the siege of Leningrad) and several Shostakovich pieces mentioned in the book. All of these connections were made because I took the time to look away from the pages of the book and fill in the details on my own. And now I have a much fuller understanding of what World War II was like and what the consequences were on the people who lived through it (or didn't, I suppose).
I'm currently reading Against the Day. Having a comfortable place to read the book, keep track of all the details, and be able to look stuff up will make getting through my twenty pages a day a lot easier. We've only got one comfortable place to sit in the house, so I'm reading the book on the couch, listening to music on the stereo. My laptop is next to me on the end table with the Wikipedia, an online dictionary and the Pynchon wiki open in Firefox.
To make it easier to take notes and read a book that weighs as much as a brick, I'm going to build a lap desk. Jefferson used one of his own design so he could write wherever he went, and wrote the majority of the Declaration on it. I've styled mine (with help from a fellow Galoot on the OldTools List) more along the lines of a Shaker lap desk. The photo shows the prototype I built from scrap pine. When I get around to building the real version I'll use some walnut that's been sitting in the garage for six or seven years waiting for the right project.
I also thought about what sort of notebook to use while reading. I could make a blank book, but I don't know how many pages I'll really need, so I'll make the notebook a section at a time, and after I've finished the book, bind the sections together. I used six sheets of paper, folded in half, and then sewn once through with linen thread. When the time comes to bind them together, I'll remove the existing thread, punch new holes and bind it. Because the sections are almost completely loose, they're easy to handle on the desk and lay flat for easy writing. I'm currently 60 pages into the book and have filled five pages. If I keep up that pace, I'll have a 90 page notebook when I'm finished (four sections). If you're thinking about doing this for your reading, keep in mind that you can't use normal paper for this because the grain of regular paper is going the wrong direction (up and down, or long-grain). You need short-grain paper in order to fold it in half and get pages that lay properly and won't curl.