Once, to demonstrate the M bius band, I brought a roll of bathroom tissues, tape, and scissors to class. After the term ended, one of my students mentioned in her Christmas card to me, that it was the best math lesson in her life. Another important thing is repetition.
Homework is the main studying instrument.
My experience has clarified that to give a lot of easy homework problems is far more productive than merely a few complicated ones. As I said above, the topic introduced during the first lecture, must be incorporated in all the following homework, etc. I prefer to work with students individually, or in small groups. I frequently announce my office hours during the class, as well as inviting everybody to email me regarding specific problems requiring clarification for them. That is especially important for very large classes, such as a few hundred students.