A nice piece in the New York Times summarizes studies on what makes for effective study habits. 
It’s not new material, but does cut against the grain of some common assumptions.
Here are some ways that everyone (not just some certain kinds of people) retain information better:
- Study in at least a couple of different places.
- Mix what you study rather than focusing intently on one subject or one aspect of your class.
- Spread your study out rather than trying to cram or otherwise learn intensively.
Check out the article. It’s good stuff not merely for those who are faced with a looming final exam, but for anyone trying to learn something new.
Just wing it