It's anecdata, but I know I much prefer a physical book to a digital one. Even more so for documents (not source code) that I'm reviewing.
There have been a couple of times where I wanted to understand how an interesting library or bit of code worked, so I printed the code out and made notes right on the page as I read through it.
I'm sure I could have accomplished the same thing digitally - but for some reason, the knowledge seems to 'stick' more quickly when I'm writing out the notes physically on the same page as the code.
IIRC, one of the developers in 'Coders at Work' liked to print out code he was working on to help him develop an understanding of it. I think it was Josh Bloch, but it's been a while since I've read the book.
All of this is also anecdotal, but I think it's worth a try for anyone who hasn't. It might be useless for most people, but I believe in experimenting with different ways of absorbing information to find out what works best with your brain.