Explaining things to someone else is the best way that I know to really engage with material. Each time you get to a bit that you can't explain... go back and find out, then try again.
This is not really very different to doing past papers. Give yourself the amount of time you would have in an exam to answer a question. Answer it in exam conditions, then allow yourself some time to supplement your answer with things to make it pretty good.
Leave it a while then try it again in exam conditions.
When you run out of questions, make some more up yourself.
This all helps to to distinguish between things you know and things you don't know. Find out what aids your memory needs in order to remember each set of things you do not already remember.
Some people like mind maps, or a PowerPoint presentation as suggested above. Add colours, arrows etc. then hang the end result somewhere where you see it a lot. The 'fridge door and back of door to loo often work quite well. Once you have the hang of something (ie you can reproduce it under exam conditions and apply it appropriately to a range of questions) you can promote that area to things you know and tackle another area.
Being able to recreate the diagram or whatever in your head while enjoying a walk (or run) is a good sign that you do understand it and gets you out in fresh air too.
Another technique that has worked well for me is to find a small group of like minded people. Work through questions, discussing as you go. This helps to make sure that you are seeing the right connections between the information you have and the questions or problems to be solved. It's amazing how it is possible to just miss out a whole area of info. Having a group to discuss means you can all fill in any holes you may individually have had.
Finally, my mother taught me to stop studying 24hrs before the exam, and take some time off to relax and let the brain be rested and ready to tackle any exam. Imagine my surprise when, well rested and well prepared , I did better than when I had stayed up all night to crammed the night before an exam.
Good luck.