Each to their own I suppose, but there are definitely good and bad techniques. It will depend on what materials you are using, i.e whether you have books, or you're using a computer-based-training programme. Hopefully you're not just solely using question banks like some people do!
I agree with Paco, short, sharp bursts are a good way to go, with plenty of breaks. If you have books, I find that that summaries in the margins, written in your own words help you get the gist, and make things more memorable. Use plenty of colours, mnemonics, diagrams, etc to keep yourself interested. I don't remember the exact figures, but I seem to remember that you only retain around 10% of information from purely reading, to get that figure up you need to make things much more interesting!
Hope all goes well!
