Take notes during class. In addition to providing you with useful materials to study later, the act of writing down notes helps cement the information in your mind.
Get a good night's sleep and eat a light breakfast before class. If you are well rested and are not focused on your next meal, remembering what you hear in class will be much easier.
Develop acronyms and acrostics for complex topics. For example, the sentence "My Very Educated Mother Just Served Us Nine Pizzas" is an easy method for naming each of the solar system's planets in order: Mercury, Venus, Earth, Mars, Jupiter, Saturn, Uranus, Neptune and (arguably) Pluto.
Ask questions in class and restate information in your own words. It is much easier to remember material when you understand it, and asking questions helps you flesh out that understanding.
Work with a partner when you study. Asking questions and explaining concepts deepens your understanding even further.
Keep your study sessions short, around one hour. Shorter sessions improve your retention and allow you to take breaks.