For quite a number of years now, I've made it my practice, once I come across a series I'm interested in, to start with the first book and read all the way through, one after another, generally reading nothing else but every book in the series until I'm caught up to the latest one.
Then, while I wait for a new entry in that series, I'll start on a different series by another author and do the same thing. While I've been waiting on this Rankin book (among others), I've been working my way through a series by British author Stephen Booth. I've gotten through #9 out of 15 - but for *Rebus* I'm setting the rest aside until I finish Dogs.
I keep an eye out for my favorite authors on Fantastic Fiction, checking fairly regularly to see if a new book is in the works. As soon as I see that there's one on the way I put in my "hold" request at the library. Right now I have the #1 hold on four other books, including a new one by Peter May (author of the Lewis Trilogy) - but it may be months before they come in.
I do love totally immersing myself in a particular place, with a particular set of characters, by reading a whole series non-stop from the beginning. It's just my thing, I guess.