Review material as it is presented throughout the class, rather than waiting to review it all right before the test. Make flash cards or highlight points emphasized in lectures to make sure you understand what the instructor thinks is important.
Get in as many methods of studying you can. Read the book or download podcasts to help you learn. More methods mean more chances to absorb the information.
Study for short sessions -- 45 minutes or less -- then take a break.
Join or start a study group. Classmates can help you with your weak points, and you can reinforce your understanding by helping others. If you're really having trouble, hire a tutor for individual attention.
If you know the format for the exam, practice with that format. For example, if it's an essay test, try writing an essay or two to organize your thoughts.
Eat well and get plenty of rest. You will process the information for the exam while you sleep. Avoid pulling an all-nighter the night before the test.