There was a really interesting meta study in 2013, where they were comparing the 10 different study techniques. They had the ones that they though that students are using a lot, or the ones that they though that they hold promise.
They managed to show that most of the people in school learn ineffectively. They read the chapter. They summarize the chapter (inefficient). Then they reread their notes (inefficient). They usually do it a couple of days before the exam (inefficient).
Though, to be fair, some of the people do practice problems. If they try to solve them for themselves (very efficient), that is good, but let us admit, that is not how it is usually done. Most people just look over the solutions and copy it (inefficient).
It kind of remind me of people using learning styles, like VARK (visual, auditory, reading and kinestetic) to learn. People use them, but there quite a scientific agreement that they don't really work. Even if they admit that people have preferences. They just don't help.
There are two techniques that were found to be very effective. Spaced practice and practice testing. We have encountered one of them at the top: when I described students doing practice problems.
That is the reason why maths teachers always gave us homework. I know I usually did not do it. It was too easy, and therefore boring. On the other hand, if she gave us some hard problem, then I usually did it.
There were also three techniques that could be useful, but they don't have enough scientific support. These are interleaving, elaborate interrogation and self explanation.
So how did I use these techniques in my own learning? I usually start with reading am article or a book, or with listening to the lecture. I take notes and make a summary (summarizing - ineffective). They I put all of the important concepts into Anki, which that quizzes me on it (practice testing - effective). Based on how well I evaluate myself, the program then decides when should I review it next (spaced practice - effective). I also have all of my material there (interweaving – moderately effective).
If there is something I don't know, then I either do some practice problems or try to use is in practice (practice testing - effective) or I walk up and down and try to explain it to myself (self-explanation – moderate effective). Which one do I use depends mostly on the subject.
After using the upper methods, I then know what do I have problems with. Then I attack it with different methods to gain understanding: from self-explanation (moderate effective) to summarizing (ineffective) and visualizing (ineffective). When I understand it, then I go back to the Anki system. Yes, I am aware I depend to much on one small program.
I think it is important that from time to time, each one of us makes a stock of learning method and technique. It is only by accurate information and together with science knowledge, that we are able to improve ourselves.