One thing that is nearly inevitable here at Illinois is taking a math class. Numerous majors in LAS require what's called "The Calculus Series," in which students are required to take Calculus I, II, and III, but they're not as difficult or as daunting as they may seem. It's all about taking really good notes. Here's a little insight on how a master (that's me) note-taker does it:
First, write anything and everything you see on the board. My three calc professors I had here were all very organized. After teaching math for dozens of years, they all know exactly what they want to write, and how it is conveyed. In turn, writing everything you see helps you better understand the style of teaching the professor wants to portray.
After class, re-read your notes, and make additional points in a different color (I just used erasable colored pencils). If a formula requires memorization, for example, be sure to note it. If something else is unclear, give yourself a little reminder so you can ask your peers or go to office hours. Re-reading my notes after class is my way of pulling a mini study session, so I don't have to cram later. If I understand the material initially, I don't have to spend time trying to learn it the night before the exam.
Of course, various students have different ideas on how to take good notes. But I think the best way is to just stay on top of your game week by week, preventing any late-night cram sessions that NEVER work. Keep these two points in mind, and you'll be done with your calc series before you know it.