Flashcards: This technique can be particularly helpful for studying content from your textbook. Make flashcards with important concepts, vocabulary, and ideas. Do not limit yourself to bolded vocabulary words. Instead, consider the major headings and subsections of each chapter. Look at the important concepts and suggestions for the review in the back of each chapter. These resources are there for a reason, use them!
Timeline: For history and government classes, in particular, making a timeline and taping it above your desk can be particularly helpful. Sometimes when studying these subjects, we cram a lot of information, but forget the big picture. Creating a timeline of events and milestones can help students have perspective and a broader understanding of the material they're learning about.
Study Groups: I find that study groups are most useful after you have spent some time studying independently. If everyone in your study group has spent time on their own studying, then coming together to compare study guides, clarify confusing concepts, and discuss possible exam questions can be helpful. I do not recommend group studying as a place to start, since students can sometimes begin to "group think" and lead each other astray.
Visit the professor: Once you have spent time studying on your own and with classmates, make an appointment with the professor. Have questions written down or sections of your notes highlighted where you were confused or need elaboration. If there are any gaps in your notes that your fellow classmates couldn't help you fill in, you can ask the professor to help you. Discuss the test format, if the professor did not explain it to the class, and consider how you can gear your studying to that format.
Eat, drink water, sleep plenty, let your brain rest. When you study, use the Pomodoro technique, or otherwise give yourself periods of intense focus interspersed with periods of rest. Rest is essential to learning and to being human. Don't "pull all nighters," do take care of yourself.