For us students, at CSS, finals week is only 3 weeks away. This can be very intimidating because it seems so far away but it will come up in a very short period. For me, this semester I have 3 different types of finals.
A finals project: This project has been coming up all semester and you know it has been coming. Although the beginning of the semester seems very far away from the end, the best way is to do little bits at a time. Slamming it all in the last week with other finals can be stressful, especially with a cumulative final on the way.
A cumulative final: Usually the professor will hand out a huge packet of stuff you need to know for the final or tell you along the way what will be on it. In the case of the packet, do your best to complete it without your notes first and then highlight the ones that you know. Then take your time filling in the answers for the ones you do not know with a reliable source (usually a textbook). In the case of telling you along the way, I like to have a separate part of my notebook dedicated to what is going to be on the final and fill it along the way. This becomes a great study guide tool.
A quiz: Some professors choose to just have a quiz on the last unit. The best way to study for this is to work it into the study schedule like you normally would.
Another type that might come up:
Essays: Like final projects, this essay is best to work on little bits at a time over the course of the semester as to not burn out the week before it is due.