I also pira.. err torr.. err bought My System. Haven't got around to reading yet though.

i always thought that My System was the first chess book any player ever read. It was my first anyway. BUT, always worth re-reading as progress.

The Alekhin Defence was introduced by Alekhin at Budapest 1921.
It was a favorite of Euwe, Flohr, Reshevsky, and Fine.
It has fallen off in popularity.
The idea of the Defence is the strategical idea of provoking the advance of W Center Pawns on the basis that they will eventually become weak.
The theory was in line with Hypermodern Chess.
(From PCO page 1).
The variation in question was first played by Tarrasch-Vuckovich 1922.
From 1922 to 1994 there are currently 2000 games in the database.
From 1995 to 2000 the database contains another 2000 games, mostly non-master or GM.
2001-2006 another 2000 games.
Not exactly a lot of games when considering how many chess games are played today.
In the first half of 2007 61 games are in the data base.
Statistics: Chessgames.com which lists quality GM games indicated:
33.8% for White. 33.4% for Black. Drawn: 32.8%.
Players past and present who played it beside the above:
With the White Pieces With the Black Pieces
Geza Maroczy 13 games
Alexander Alekhine 11 games
Sveshnikov 10 games
Vladimir Bagirov 41 games
Lev Alburt 29 games
Aleksandar Baburin 20 games
The oldest Alekhine game on record:
Madame De Remusat vs. Napoleon, 1802.
For attacking purposes try the Four Pawn Attack.
See A TN in Alekhine's Defence (Four Pawn Attack)
A recent 4P attack game with notes.

This makes me a bit curious since generally 1.e4 will lead to more early pawn exchanges, and thus a "faster and more open game" than 1.Nf3.

As for the posts above:
The first book a Chess player should read:
1. Manual of Chess by Emanual Lasker, especially the game notes on
Zuckertort and Steinitz.
2. To learn how to play: Chess Strategy by Ed Lasker (a distant cousin of Lasker) should be book two. The book taught Fine and Keres.
3. The third book a Chess Player should read is Znosko-Borovsky,
How Not to Play Chess, and The Middle Game of Chess.
All of the above books are still available.
"Newer" chess books don't even come close to the above.
Note that Emanual Lasker also wrote the St. Petersburg 1909 Tournament Book. The book is available in English. Another newer Dover book.
St. Petersburg 1909 taught Alekhine.
Endgame: Botvinnik carried a copy of Fine's BCE (Basic Chess Endings) around with him for some time back in the 40's.
Fine wrote the book in 2 months.
On this website: I listed Fine's and Benko's 20 Endgame Rules.
Openings change. But Endgames are always the same.
To study Hypermodern Chess: Hypermodern Chess by Nimzovitch is not exactly easy. Probably due to the translation. Note that you probably have
a rehashed version of the book called Hypermodern Chess in the 21st Century.
The Tartan Book (Mckay) is probably no longer available.
even that book looks like Reinfeld at the time went through it, and made
changes.
The best way to learn Hypermodern Chess is to get a book on Petrosyan's Games. There are several different books on Petrosyan out there.
For those learning the game by way, you now have Tarrasch's 300 Games
in English. The games are dated. But the concept is the same. Tarrasch teaches you how to play Chess. What to look for. How to think in Chess.