I think for a while I went about labs the wrong way. I didn't give myself enough time to prepare well, and I didn't prepare in a way in which I knew the exact reason for every step in the experiment. During lab, I would get easily flustered when things didn't go as expected, and when I got home, my data never seemed to make sense.
Nowadays, I like lab much more. For me, the turning point was realizing that problems in the lab were not the exception, but rather the general rule. It is having a strong understanding of the theory and the methods that helped me stand there and puzzle through not only what I did wrong, but also to puzzle through HOW to figure out what I did wrong. I think having advanced level lab courses where a significant portion of the grades depended on accuracy, yield, and purity provided really strong incentives for me to shape up. Lecture was always pretty straightforward for me; there was always a sample problem or solution in the back of the book to guide me explicitly. Lab typically required me to think and work harder.
Anyway, I don't think I quite answered the OP, but anyway, just thought I'd share that.