Read, study from all angles, thing over and dissect the layers from superficial to deeper and deeper about the subject. Try to link and apply the knowledge in the real world. If they do not match, come back to do more research and think more. Repeat the process until to get satisfied results.
There is no best way really. There are many ways to get knowledge from the real world: Through the senses, including the sixth sense; analyzing and classifying the information obtained; and then reading up the information others have obtained and documented in books, journals, etc available either in print or electronic form.
I agree with you. Everyone has different learning habits, favorite learning ways and forms, availability to access internet and use the technology, and different resources as well as supporting from friends and family members.
Besides learning a knowledge, apply the knowledge in the real world. Then, can notice the boundary of the knowledge. If the real world is out of the knowledge's boundary, how to modify or implement the knowledge to make it works.