Not all books but he gets pretty cozy with the ones he likes. If I read him the Snape parts from the Harry Potter novels, he gets very happy and starts purring.
He also likes to smooch and eat books...which is why my copy of the Half-Blood Prince has teeth marks in it.
Here is Severus in action today:
Severus climbs into a box of books and peeks out into the ray of sunlight.
What's that book in there with you, Severus? I think I can just make out a fantastic title...
Don't be cheeky! Stop hogging the books you little ginger hoglet, you.
There we go, 'The Picture of Dorian Gray' and 'Bridget Jones's Diary.' What are you sitting on?
It was 'Daimon.' Now Severus wants to see if this other box has books in it too.
Inside the box, Severus finds...another box. He isn't impressed.
Time to give up and use this useless box as a chin rest.