How should we study the Bible?

With persistence and great intent.  It has been stated that the Bible can be read in 78 hours.  You can take that block of time out of your schedule and dedicate it to reading and finishing the Bible.  We must not continue to read the Bible sporadically and dibble and dabble in it.  We tend to jump from place to place.  You would never read any other book this way and expect to get any meaning out of it.

Or you can study it in a group.