I loved using coloring books. I used the Anatomy Coloring Book for Anatomy, and then the Human Brain Coloring Book for neuro. I thought they were both really helpful (although the anatomy one is much better). You have to color with intention though, you can't just color and not think about it for it to be useful.
The Brain book is great because it has progressive sections of the brain, and repeating coloring the same thing with slight changes was helpful. I also diagramed a lot myself, but having it all there, including the tracts, was great. I annotated the diagrams/changed them a lot more in the brain book (there were some differences compared to what my course director/another book said), which was almost as useful as coloring.
If you hear "coloring book" and think "wow, that would be a great learning tool" then it's probably right for you... although I would say that most people thought I was crazy for doing it... whatever works, though, right?
You can get them online at amazon:
http://www.amazon.com/Anatomy-Coloring-Book-Wynn-Kapit/dp/0805350861
http://www.amazon.com/Human-Brain-Coloring-Book-Cos/dp/0064603067
I would also recommend a good set of 24 or more colored pencils and a sharpener