The best approach depends on the format of the binary file.
Many binary formats are designed to make parsing easy (unlike text formats that are primarily to be read by humans). So any union data type will be preceded by a discriminator that tells you what type to expect, all fields are either fixed length or preceded by a length field, and so on. For this kind of data I would recommend Data.Binary; typically you create a matching Haskell data type for each type in the file, and then make each of those types an instance of Binary. Define the "get" method for reading; it returns a "Get" monad action which is basically a very simple parser. You will also need to define a "put" method.
On the other hand if your binary data doesn't fit into this kind of world then you will need attoparsec. I've never used that, so I can't comment further, but this blog post is very positive.