Following a mazhab

Some people says, we follow Quran and Hadith. We don't follow any particular mazhab.

Following a mazhab does not means following the particular Imam e.g. Imam Abu Hanifah or Imam As-Syafiee, BUT it means following the ruling, principles and methodology derived from Quran and Hadith by him (the Imam) and the group of ulama'(scholars) behind and among him during his time.

Majority of the scholars follows one of the 4 mazhab.

There are 6 major books of Sahih hadith, not only in Bukhari or Muslim.