First off, DON'T try to just memorize the cross sectional regions in different areas of the body. You'll probably just end up confusing yourself, and if you see the same cross section presented slightly differently, you're likely to be confused. You need to not just know the anatomy, but understand the anatomy, if that makes any sense.
A key thing that I found helpful for learning cross sections is identifying two key landmarks in every section of the body. In the forearm and leg, it's easy, since you have two bones and can orient yourself with those. For example, in the thigh, I found it helpful to use the femur with the great saphenous vein (medial and a little bit anterior).
This goes along with the same idea that subtle1epiphany mentioned, about using the relationship of the descending aorta and the vertebral bodies to orient yourself in the thoracic region.
Also, I'm not sure if it's the same at your medical school, but on our lab practicals the professors don't tag random things on cross sections. They say they would most likely only tag arteries, veins, nerves, or muscles that have important positional significance.
So thanks for ur correction. I'll hopefully remember it this time 
