I'm the type of person that always goes to lectures. Something about hearing the information presented to me helps me to remember it. That, and I really don't have enough self-discipline to get up before 8, sit down at my desk, and study on a daily basis. Going to class gives me that structure.
We get learning objectives for each lecture prior to the start of the lecture. I'll generally read through those and do some pre-reading for the lecture, then I'll go to lecture and write out the learning objectives as the instructor goes through the powerpoint. If I miss something, I can download the powerpoint and finish up. After class, I go back and fill in the details.
My roommate, on the other hand, goes through the lecture materials in detail, then uses the learning objectives to test her knowledge. I'm not sure how long she'll keep that up, because she tends to get really burnt out when answering all the learning objectives, but she's one that doesn't really go to class unless it's required. Today, for instance, she's in the library... while I went to class and am now relaxing at home, since I have only a few things to do to prepare for class tomorrow.