I HIGHLY recommend you to make a chart like this
http://users.rcn.com/jkimball.ma.ultranet/BiologyPages/H/HormoneTable.html
I made one myself and I color coded the proteins, steroids, amino acids etc. Now I remember them based on that. You should also make flash cards and review them and make sure to pair up the ones that go together like Insulin/glucagon, PTH/Calcitonin.
As far as female/male sex hormones go a little mnemonic I like to remember is :
Female:
T
heca Cells (L
H)
Granulo
sa Cells (F
SH)
Male:
Sertoli (F
SH)
Leydig(
LH)
Little things like that. You can also relate the cells that bind to LH as those that produce Progesterone and those that bind FSH as cells that produce estrogen/inhibin.