I've seen multiple suggestions on how to go over master games
Heisman - Game collections written for instruction. You should read over the games relatively quickly, not getting bogged down in the side variations. The most important thing is reading over as many games as possible to maximize your efficiency. Understanding 10% of 100 games is better than understanding 100% of 5 games. Each game should take approximately 15-25 minutes. This is the method I follow.
Silman (and several others I've seen) - Just play over as many games as fast as you can, no prose required. Take a minute or two to play over the game, and move on to the next one. Silman says this was his main training method and sometimes would go over several hundred per day!
Purdy (and many others) - Play guess the move from the winner's point of view. One of those things I plan to do "some day". I think pre WW2 games vs inferior opponents would be the best for this method of instruction.
Pruess - Memorize games. He has a youtube video on how to memorize a chess game. I don't ever foresee myself doing anything like this. Maybe memorizing a game or two for certain openings would be ideal.
I think Dan Heisman has done a fantastic job in picking instructive game collections on his site:
There's enough material there for 18-24 months of reading. I read 17 of them in my first year of training.
Lastly, I'd like to list some interactive chess e-readers that make going over master games even easier. All of these are available for Android, and likely for iOS as well.
- Forward Chess - This is the gold standard. They're not a book publisher, they just acquire the rights to the digital versions of books from a variety of publishers. They have a decent sized library, and their biggest publishers are Quality Chess, Chess Stars and New In Chess. You can also purchase Chess Informant magazine. The app contains Stockfish 5 for analysis and you can enter your own moves as well!
- Gambit Chess Studio - Only Gambit books here and the library is pretty small, but there are a couple of worthwhile books available as Gambit is known for quality.. You can't enter your own moves or analyze with an engine.
- Everyman Chess Viewer - I hate this app with a passion. It's clunky and hard to use. The only redeeming quality is that the library is HUGE. There's a very good chance that the book is available in the library. Unlike Gambit and Forward Chess, very few of their books are "cheap". The vast majority are $20+ with only a handful being ~$10.
- Chess PGN Master - They do not sell books, it's only a pgn reader. But this app is what makes the Everyman books worth it. Everyman's ebooks are downloaded as a pgn file, which I load into this program. It's a very well done app and worth the $5.99 I paid for the unlocked version.
My preference is to use e-readers to go over master games. There are many books that contain only or mostly game snippets (hello Understanding Chess Middlegames by Nunn) and it's much faster to just start from the diagram instead of setting it up on a chess board or even a tablet app. Easier to jump into and out of variations as well. Plus it's much faster than having it shipped to my house, even with Amazon Prime. :)