I found that most of my classes went through the material way too fast for me to really internalize it. One thing I would recommend is accumulating massive amounts of information (professor's PowerPoints, electronic copies of books, PDFs of important reviews) for later digesting. While you are a student it will be easier & cheaper (or perhaps, included in your inflated tuition) to gain access to these kinds of materials. You can cram what you need for the tests, but to really master a subject will take longer than the schedule of most courses allows, at least in my experience. Get an SRS program like Anki or SuperMemo & start plugging the material in there piece by piece, so long as it is material you want to internalize & master, not just junk you need to know for the quiz.
To further elaborate the question: What are the most universally and most useful skills one could learn at a university? Currently, I am studying physics as an undergraduate and I am thinking about my career options. I have gotten opinions in other forums as well but I would really like to hear your thoughts and I also think that other LessWrongers would find such a list useful. To give you a rough idea of what I mean I have two examples:
What are some other skills along this line that are universally useful?