I'm in the Penn program and took physics last year.
Do lots of problems. Always do all the previous exam problems he makes available. Don't look at the solutions until you've done the problems. If you get the wrong answer, go back and do it again and again until you get the right answer.
I used to make up a formula list to use when doing homework, so I didn't have to keep paging back through the book and my notes.
I remember the first exam well. The problems seemed so much trickier and more complex than what we'd seen before. If you can be confident that you know the concepts through having done practice problems, though, you can apply them to new situations--including problems harder than the ones you've had before.