Hi,
You should definitely
not work straight through the books without doing some OG problems and taking some CAT exams. There are many effective ways to study, but they
all involve working to test and apply what you know. The GMAT is a performance exam: it tests your ability to carry out problem-solving tasks, not (for the most part) your memory of facts and formulas.
With that in mind, definitely stop and do the review problems at the end of each chapter to check for understanding. In fact, check your answers on those as you complete each problem. If they aren't going well, stop and review before moving on. Then do some of the OG problems for each topic you've covered. Just a few at a time will do--you don't want to do them all at once. Rather, save some problems so that you can check in periodically to review and extend your understanding. Ideally, by the time you finished the last strategy guide, you would have done a few hundred problems from the OG. Then, after you're done with all the guides, you'll want to start doing mixed sets of random problems from the OG (the Quant and Verbal Reviews are good for this), but you can also continue to revisit each individual topic with small focused sets.
I'd also recommend that you complete at least 2-3 CATs during this initial study period. Again, the GMAT is a performance exam, and you don't want to wait too long before working on that aspect of your preparation.
I hope this helps to clarify. Feel free to follow up with any questions.