Usually I can just hear or read something once and I've got it. That's how I got through paramedic school. Right now I'm actually having to do the studying thing though. The method that's been working for me-
Read everything once, word for word, highlighting potentially important information.
Go back and read the highlights, underlining high-yield information.
Go back and read the underlines, writing information in the margins that may be contradictory to what I would have expected, or very specific facts.
In between all of that, throughout the day I mentally quiz myself on pertinent information.