What house has the most bookshelves

I really don't see how you can beat Breezehome in Whiterun for the combination of features and time.

While there is a loading screen, it's extremely fast even on my slow laptop (which is below the minimum specs for Skyrim in several ways) and it's just a few steps from the fast travel location.

There are two sacks on the shelf right by the door you can reach without moving once inside.

There are plenty of other containers for sorted, more long term storage. You can get the "Well Rested" buff instead of just "Rested" since you actually own the bed.

It's definitely the most convenient of the purchasable houses.

Windhelm probably offers the highest convenience factor. The market neighborhood, directly to the South, offers access to a full set of outdoor smithing equipment, as well as an Arcane Enchanter, at least three 'high-value' merchants (two general goods, including Niranye who is a Fence, and a Blacksmith), all without a loading screen. The house itself offers both Alchemy and Enchanting facilities, as well as the highest number of display racks for equipment of any home, and Windhelm offers an additional battery of merchants over in the Grey Quarter on the eastern edge of town.

Downsides include the somewhat high price, long distance from Windhelms fast-travel point, the prolonged string of quests required to buy the house (you basically must resolve the civil war), and the potential for significant bugs related to the Blood on the Ice quest, in which the house is involved.

Riften deserves an honorable mention for Thieves Guild members. While it lacks smelting services, the upgraded Ratway, with it's 4 additional merchants, puts somewhere in the neighborhood of 12,000 Merchant Gold in close proximity - easily the most of any city. Those who choose to take the moral high-ground may find the mercantile climate of Whiterun to be more hospitable however.