The most important thing is to stay on top of it, rather than cramming! That is, read the assignments prior to the lectures. Even if the professor gives you powerpoint handouts, take your own notes, in words that help you to comprehend it! Shortly after class, reconcile the readings, your notes, and the handouts. Make a note of anything that still is not making sense, so you can follow up on it with classmates or the teacher.
As to actual studying, at the beginning of the semester, try to get the teacher to tell you where she derives her test material from: some test almost exclusively over the books, others - the lectures. It helps to know what it is you need to study.
Books: Use whatever resources come with the book. A lot of them have on-line study material.
Vocabulary: I like to make old-fashioned flashcards, and carry them with me so I can study in my free time. Remember to study both front and back. That is, given a definition, what is the word; as well as, given a word, what is the definition?
theories and concepts: Make diagrams, flowcharts, etc. Whatever will help you to visualize it. Creatic mnemonics (SAT: Scholastic Aptitude Test, for example). Draw pictures if you need to. Illustrate stories, if that is your thing. Create outlines. Form study groups.
I find that simply writing and re-writing, or highlighting, does not result in retention. I really need to be able to visualize. But, everyone learns differently. Say your vocabulary words out loud. Create a song with them. You want to find a way to make studying less boring, and the material exciting.
Take breaks! Try the pomodoro studying technique (google it!) Also, there is a course called Learning How to Learn, available through Coursera.org I believe it is still free. It is very interesting!! It is really important that you know your learning style!
Above all, take care of yourself! Eat, sleep, and exercise, as you should. Don't go for junk food and snacks. Study when you are alert. And try to space out the difficult classes, so you don't have more than two per semester!
Hope some of this is useful!
Best of luck!