I read each book in a series back to back up until I get bored or something puts me off the series. Then I drop the series.
As for reading it front to back, I sometimes go front to back, skipping sections. If something in a later section references something interesting that had previously happened, I'll skip back (not necessarily to the point where I originally started skipping) and read forward again. I can't remember what book, but there was one where I skipped forward, went back a bit and read forward, then skipped back farther, three or four times.
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