Not only do I encourage reading. I encourage taking notes.
Absolutely - great advice. Keep a stack of index cards handy and jot down what you feel are key, pertinent notes and quotes. Keep these handy as you draw. I've gone so far as to print out a thin strip of the seven main things I want to keep in mind while I paint and taped it to the front of my pochade palette....they are right there...all the time. It helps.
Edit: By the way...on how to study? From life. Every one of those guys, when you read the text, advises that studying from life is the key.
What would Caravaggio do?
I like being a master of one technique, but one of my art professors told me that sometimes a combination of 2 techniques makes one create his/her own personal technique. Go for what appeals to your taste.