The best advice I can give is to figure out what kind of learner you are--visual, auditory, or kinesthetic (or perhaps some other type my preschool teacher mother has never heard of...) and figure out what sort of study techniques are the best match. Sometimes you have to get a bit creative, especially if you're a kinesthetic learner like me...
I had to teach myself a lot of the material from my classes, because most lectures are geared towards visual and/or auditory learners and the info just tended to go in one ear and out the other for me (or the eyeballs, as it were). When professors talked a lot, I could never focus (I loved it when they recorded lectures though, cause I could go back and really focus on what was being said and go at my own pace taking notes, rewinding and repeating as necessary if I lost focus) Slide printouts were just excuses not to write down notes... but I felt obligated to print them out because they would usually go through the slides too quickly for me to write everything down!
I took me most of my undergraduate career (and actually taking a class that I really really liked and didn't procrastinate studying for) to figure out the best way to study. I spent many semesters typing outlines for all the notes for each class, basically organizing all the information into easy to read, logical, systematic way. For some classes I would take my computer to class and basically type the outline in class (since I couldn't write fast enough to keep up!) Other classes that I felt less motivated to pay attention in I would go back later and make outlines from the power point handouts, but I often procrastinated. This worked fairly well for me, but wasn't perfect--partially because unfortunately, typing notes just doesn't do it for me in the same way hand writing them does. I often only needed to review the notes a few times once I had hand written them, whereas when I typed I had to reread them a lot more. I eventually realized that notecards were the way to go.
Putting my notes on flashcards (and color coding them for easy reference!) allowed me to organize every bit of information into discrete chunks so that I could physically rearrange them into groupings, either by informational category or by how strongly I knew them. Or put them in order, if appropriate. And when it came time to memorize all of the enzyme cascades in biochem, i took a list of all the enzyme and substrate names, cut it up, mixed them around then physically put them all in order (i did it this way because i had multiple choice tests and only had to be able to recognize the name of the enzymes, not memorize them exactly, otherwise i would have just rewritten them from memory repeatedly until I got it...) I also read my notes out loud to myself a lot. It wasn't really about listening to what I said, so much as the act of speaking them aloud organizes the thoughts more clearly in my brain. I did a lot of silly, time consuming things like that. Unfortunately, such is the life of a kinesthetic learner... everything takes time!
)
I have to say at the end of the semester the only thing that stuck was the person in the room tied to its characteristic. 
