If your final is going to be in the form of applying concepts to problems, then you need to do problems to practice for it. There's no other way to do it and ensure that you are comfortable with the subject.
Do old problem sets, do review problems if you're given them, do extra problems from the book.
This may not be suitable but I think the best way to prepare for the final is to start on day one! By that I mean put yourself into it from the very beginning. Work toward a deep understanding of the fundamental concepts by (a) working out as many problems as you can and (b) pushing the concepts to their limits to find out when they hold and do not hold -- and why!
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