I pretty much didn't study.
In my teens I had a "policy" (lol) that whatever I didn't get within the limits of class time, I'd consider "not gotten". (again, lol)
Don't let what I just said lead you to think I didn't learn anything and/or didn't do well on tests, though; because I had a "technique" in class. That was to just sit there quietly, soak in everything that was being said, and scan my book for additional information as the class went along.
I didn't take notes (too distracting, so it would take away from my concentrating on what I was hearing the teacher say; I'm an auditory learner, by the way), and I didn't ask questions. Instead, I found the answers to my own questions by scanning the book. Also, with the exception of long-term projects on which a final grade often rested, I didn't do any homework either. (Yet again... sorry, but "lol" :) ). Homework was against my "policy" too. :) My thinking was that each class, accompanied by the book associated with that class, ought to be enough to get as much as, if not more than, a lot of other students got by doing things the "inefficient way".
Looking back, I have to say that I still think my approach was a reasonable one, considering that it was secondary school (not college, in which case a lot of courses are "too much" for a student to operate that way with). For what I was being taught in high school, though, it worked well. (I was actually in some advanced classes and operated the same way, In fact, something else I did was to set up a heavier course load (an almost double one) in high school than was generally recommended, because I wanted to get as much out of it as I could (without allowing it to cut in on my personal time, of course :) ). So in spite of "lol's" above, and apparent rotten attitude; I really wasn't a completely horrible student. Of course, I wasn't a great student either. :)
In all seriousness, I think there may not be a "best" way that will work well for all students. Students learn differently and need to supplement what they get in class their own way. I think kids need adults to ask them, "What works best for you?", and then help them find ways to incorporate that approach more than they may already be able to do.