You don't specify whether you are talking about literary or technical books.
For literary works, I prefer to use Kindle and it's built-in dictionary to lookup words in-situ. The reason being that the context in which a new word is used if often important to understanding why the author chose that word instead of the alternatives. English is a rather rich language and you only need to peruse a thesaurus to realise the numerous alternatives we might use depending on context, mood, etc.
For technical works, I tend to go for a glossary, if the book has one, or make my own. For any given domain, certain technical terms come up frequently and it is important for thorough understanding to know exactly what any given technical term refers to.