I don't have a system; I don't delve into subjects; I just read whatever is in front of me and whatever is getting press. I skim the papers and blogs, jot down the names of the books in long lists in a notepad, and then—I actually do this—randomly turn to a page and put my finger down wherever. What it covers I pick up from the library. That's my system. So far, and I've been doing this for a while, I haven't read a bad book.
Here is Virginia Woolf: "A reader must check desire for learning at the outset; if knowledge sticks to him well and good, but to go in pursuit of it, to read on a system, to become a specialist or an authority, is very apt to kill...the more and humane passion for pure and disinterested reading. The true reader is a man of pure and intense curiosity; if ideas; open-minded and communicative, to whom reading is more of the nature of brisk exercise than of sheltered study."
Knowledge hasn't really stuck to me when I have finished a nonfiction book—thus the desire for specialized reading is there, because then I'll remember important history or science or philosophy better if I read about it over and over again. So the attraction to specialized reading is there, and it's always fun to delve into a world rather than skim it. You can form a a better picture of the characters, like you would watching a long TV show, really get to know them, and you can feel for them. Right now I'm reading Ray Monk's fantastic and probably definitive bio of Robert Oppenheimer. The story is so rich, so emblematic of 20th century America, so cool with the science of physics, but also the tragedy of history, that I want to spend more time in that world. After that will be American Prometheus and then raiding both bibliographies for a belated but thrilling physics education.
(Oppenheimer, by the way, was considered a genius, part of why was because he knew and read everything. He was a very cultured person who could talk about French literature and Hindu spirituality with the same ease as his physics—and that made him pretty unique among physicists. Most people he met were very impressed by this, and this was part of his charisma in getting followers. But because he was brilliant he could read widely and deeply, and remember all of it. Very few of us would have the energy and mental capabilities to do this.)
If I stick to it, this will take a while, and then there are so many other subjects I want to intimately know. But I like to know everything—and that will be the obstacle, the counter force to a serious study of anything: the desire to arbitrarily pick whatever looks interesting up, no matter what it is, and read it. In the end, there just isn't enough time. You have to curb your curiosity. But it's pretty enjoyable.