Attend Class, seeing the material presented in class is extremely helpful.
Do the Homework, with as little help (solutions, Manuals, friends, etc.) as possible.
Balance the use of group learning with individual study so you  actually know the material.
Ask Questions, either in class or during office hours.
Read the textbook, before the planned lecture.
Carefully study and rework the examples in the text.
Strive to know and understand the material rather than just memorize the material.
Study for exams progressively, over a long period of time rather than just prior to the exam date.
Manage your time wisely. Plan to spend at least two hours outside of class for every hour in class, if not more.
Make a one page summary sheet for each chapter, that will make your studying more efficient for exams and especially the final exam.

Get enough rest. Staying up late every night will make it difficult for you to function at your best during the day.