Read slowly, stopping after two or three paragraphs to digest what you've taken in. If possible, use a highlighter (any color) to highlight key words in each paragraph that are particularly important to the message you feel the paragraph is supposed to deliver. Highlight words and phrases you feel are especially telling.
Write notes in the margins or on a separate piece of paper about what you have read. Make notes on the importance of the characters, the first appearance of a character, the message or tone the author is using or notes pertaining to the use of figures of speech in the work.
Tell someone else about what you've read, or record yourself talking about what you've read. This is a strengthening method that allows you to demonstrate your grasp of what you've read, and acts as another reinforcement technique for solidifying the information you've taken in.
Think critically about what you've read. Write a listen of questions you have about the text as you read. At the end of your reading session, try and answer those questions. This allows you to analyze the information you glean from a piece of writing and what that information teaches you.