Read carefully. If you just skim the material looking for a good "sound bite" you run the risk of taking something out of context. Also, if you don't read it, you won't learn it.
Don't just highlight. Why? Think about the difference.
Highlighting involves no more thought than: "Hey! This supports my thesis! Cool!"
Taking notes is more. When you take notes, you can write down the important part, but also WHY it is important and HOW it fits into what you already know.
Taking notes this way is like getting a head start on writing your paper.