What is the holy book for Sanatana Dharma?

In Christianity there is only one holy book (the Bible). In Islam there is only the Koran. However, when it comes to Sanatana Dharma, there are so many holy books (Mahabharta, Puranas, Upanishads, Four Vedas). If there is a issue needing clarification in Islam, Muslims can consults the holy Koran. If there is something in Christianity, Christians can go to the holy Bible. But if there is a problem is Sanatana Dharma, how do the devotees know where to go to resolve it? With so many holy books saying so many different things, how does one know which to follow? If someone follows one holy book, how does he know that he is not leaving aside other important books? How does one determine for sure which one is best to follow, especially when some say that some of the books are better than others?