Students often think they need to read fast so they can get through all the material they're asked to deal with. But there's no point reading and not understanding or remembering what you've seen. A more important skill is to read with comprehension and memory. Here are some tips on reading different material in appropriate ways. They will help you read more effectively.
Textbooks
Textbooks sometimes repay intensive reading, though usually in some parts more than others. Note the signals from your professor or TA on just what sections are relevant to the course. Be aware of the structure of the text as you read: the chapter titles, headings and subheadings will name the main concepts to be covered.
Mark only key passages in the text. Use symbols to show different kinds of points. It's worthwhile to make brief summarizing notes in your own words. That forces you to process the material in your own mind, and it provides a guide for later review.
Primary Sources
Read through each literary work or historical document, paying attention to your own responses and questions. "Stickies" will let you express these on the spot without spoiling the pages. Many people find it useful, immediately after a first reading, to write out a brief journal account of their experience.