It is a good idea about getting the smaller things done first, or make a list of everything you need to do, and which assignments are due in what order, get the easier or ealier ones out of the way. I know it sounds commonsense, but when I had to catch up on 4 assignments at the start of the semester, I had a total freakout.. Was at a standstill and needed someone to sit down with me so I could exlpain what I had to do and what I should get done first.

I also like to write notes or summaries of readings I have done, since that is my way of learning things and retain information. Even though it's more work, at least I have the facts at hand if I need them.. If I just read things I don't seem to retain the information as well as when I have written stuff down, or even hi-lited interesting passages (only in my Sociology readings, since that is just copies of chapters, I hate defiling books lol)

I also found a website that has a list of effective study tips (also for taking notes, classroom studying, exams, essays.. the list goes on).. Here is what it said about Study Habits:
Study Habits

Tip: Begin study no less than 30-90 minutes after a meal.

Tip: Never study within 30 minutes of going to sleep.

Tip: Prioritize! Make a list of what you intend to study, prioritize the list, and stick to it!

Tip: If possible, study no more than 30-40 minutes at a stretch. Many students retain more by studying for short periods with breaks in between. It all depends on what you're trying to study, but generally, after a period of study, take a break.

Tip: Take study breaks away from your desk or wherever you are studying. Let the break be a time to think about other things. Use some break time to reflect, not constantly review what you have just studied.
So, basically what everyone else has already said I guess