Keep rough notes and good notes. When I first study something, I'll take notes with pencil, following along and writing down anything important, trying to do it in my own words but not always, not a big deal. Then I'll solve problems.
After sleeping on it, I'll try to draw up a set of notes on the material from memory. I'll ask myself, "What did I learn last session? What do I know about this topic?", and try to draw my notes like I'm teaching it to a class. Only after exhausting my memory will I identify gaps and weak spots, and fill those in from my previous notes or the text. Then, I'll solve more problems.
I'll repeat this process until I know the material by heart and can solve all the easy problems, most of the medium problems, and some of the hard problems. When I feel I'm comfortable with the material, I'll draw up a good set of notes in pen, using multiple colors and highlighters. This is one of my favorite parts of studying, its so satisfying having a pretty set of notes.
I find this method works well for me, because it's like having a quiz before every study session. Challenging your memory is proven to work better than just rereading material.