I don't usually write in fiction, but with nonfiction and especially technical writing (like O'Reilly books) I find taking notes helpful, and the book itself is the most convenient place up do so. I'll underline important words or phrases, ask questions, raise concerns, recall definitions from earlier.

I find doing this helps keep me honest about whether I'm understanding what I'm reading or just glossing through it, and it helps pace my engagement. If I can't come up with one question or comment per page, I've probably lost focus.