When I am sitting in lecture, I write down EVERYTHING my teacher says (for the most part). For me, I really stay focused when I am writing notes constantly. I know that this may not work for everyone, as some people prefer to just "listen/hear" the lecture instead of writing a bunch of notes. I myself never really learn the material the best when I am in my actual lecture....most of my learning happens on my own away from class. ~ I like to write down the examples that my teacher's give too, as little cues to help me remember things when I study later on.
Then when I'm studying at home I read my notes along with the text book (even if you peers state that they, "never read the text book") to help ingrain the message(s) in my mind. I also take additional notes (adding them to my original notes) when I am reading through the text book/assigned reading.
A lot of my friends like to use flash cards. I don't do well with flash cards b/c I always feel that I spend more time making them than I actually use to study them afterward. ~ I just read and re-read, etc., my notes/book for the best testing and recall results.
P.S. I've seen some kids in my class use tape recorders to record their teacher's lecture(s), so that they can listen to them again. <-- Not a bad idea.