Will sound stupid, but works for me.
1. Read the whole thing start to end (chapters, books, etc) but just skimming, not studying. This gives me context to things in the beginning, middle, and end (think of how immediately after you saw the end of the movie "sixth sense", how so many things clicked that didnt the first time through, and how your recognized things you did not pay attention to the first time -- like the color red)
2. Read through again, and write/create your own test questions as you hit what will obviously be a test topic (zerox your tests or keep on computer so you can take it over and over again). I do this a chapter/section at a time and then take the test I created days later to see what I retained. I never spend more than 1.5 hours on a section without taking a break.
3. After I take my test, I ask myself which question(s) I pray will not be asked on the real test, and then go back and study each one until I no longer have that fear. I then try to get a friend in the same class to ask me the toughest questions they can think of, and i do the same for them.