I became a nurse in July 2000 and went right to work in the MICU. About 2 years later I started studying for the CCRN exam using the Laura Gasparis-Vonfrolio tapes that EastCoast was referring to (I think). She is funny, very entertaining, and provides a good basic review of critical care topics. A few months later I took a practice test and did rather poorly, so I got serious about studying. I bought the Critical Care Nursing review book published by Springhouse. It is Q&A format organised by subject and the explainations are great!! Very Detailed! I also used the CCRN Review written by Laura Gasparis and another nurse whose name I have forgotten, as well as the AACN's book of CCRN practice tests. I would recommend using more than one review book, because they all seem to emphasize some different topics. I also recommend taking several practice tests to get used to the test and to guage your progress and identify your weaknesses. I studied (seriously) about 10 hours a week for 3 months or so and I passed with flying collors in April of this year.
Good Luck!