I'm currently digging through Travel Writing by L. Peat Neil, a fabulous explanation of how to get into the exotic field of, well, travel writing. Here are some tips I have for getting the most out of your writing books.
1. Take lots of notes. Underline passages that you like, and rewrite the main points in a notebook. Don't forget to mark inspirational passages as well as technical how-tos.
2. Write down your ideas. As I read writing books, I usually think of new articles I could sell or techniques to try. Write these down! Don't hesitate to stop reading for 10 or 15 minutes to flesh out the next big idea.
3. Review the book. If you have a book reviewing blog, review the writing textbook. It's nice to formalize your opinion of a wri-book, it will boost your site hits and you can help the author out by spreading the word. (Yet, if it's a crappy book, say so.)