In three sermons, February 8 , February 15, and February 22, MacArthur explains expository study. He gives a little personal background on how he got into studying in order to encourage those trying to figure out how to read the Bible. MacArthur is probably the staunchest defender of the perspicacity of Scripture-- that Scripture is clear in and of itself. I find it interesting, though, that he makes the statement "You can't understand the trial of Jesus unless you've read the history of Pontius Pilate," encouraging Christians to use extra-biblical sources as well. While I might agree, I think that statement undermines the case for perspicacity as most people make it. Histories of Pilate are not exactly plentiful and are contradictory. I reviewed one work last year that looked at a few of those histories. I could say "You can't understand Paul's writing to the Gentiles until you've read Socrates," for example.
No one has ever answered my concerns completely, so I'll just leave it at that. I recommend these sermons as a guide to how to study, with the caveat that not everyone should devote their lives to monk-like study and writing-- most of us need to work on the praxology of what we've learned.