Get old midterms from cluster leaders, RAs, friends who've taken the course in an earlier semester, or someone in your program in a higher year. Sometimes faculty place old exams on reserve in the library - it doesn't hurt to ask. Arrange a small group of class mates to discuss possible essay questions and key issues or concepts from the course. Choose members of the group carefully, to ensure that everyone will be motivated to participate. To make group study even more effective, everyone should be at about the same point in their preparation for the exam.
Most instructors offer extra reading to complement the primary course material or textbook.
Don't be intimidated by long supplemental reading lists. Using a technique like SQ4R can help you to glean the main ideas from a book in a very short time. The resources on the course reading list can be particularly useful for enhancing your understanding of difficult texts or course concepts. Concept mapping is a method of visualizing and making connections between the major concepts in a course. Draw a diagram of the major topics from both the lectures and the text or readings, looking for links and similarities you may not have noticed before.