What always helped me study was having clear objectives and concrete tasks. Just reading aimlessly usually ended up being a waste of time (except when it came to psychology, for some reason...).
Engaging with the material and actively using new information worked much better. In my last year of college I actually started ignoring the textbooks in favor of starting in on practice problems right away, and only looking at reference material on an as-needed basis (basically, the same way I play video games-- jump in first, ask questions later). I feel like I picked things up much faster that way.
Above all, make sure your studying environment is not only comfortable, but encourages you to focus. Get rid of things that distract you from the material, and give yourself aids that help you keep your mind on your tasks.
For example, when I would study at my part-time job, I didn't need much. It was a quiet office, and all I usually had around me was a university computer and a bunch of mail I didn't want to sort. It was fairly easy to stay focused. ^^
When I would study at my dorm, however, I was usually in my comfy bed with my own laptop, surrounded by distractions. So I'd put on some old comedy show reruns to listen to in the background, to keep my mind just occupied enough not to search for outside stimulation. It's not the kind of thing most people would recommend, but it works for me.
