Best Practices for Learning Mathematics (especially in the classroom)

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What study practices have led you to the best success in learning mathematics (or applied math, or theoretical CS) in the classroom (undergraduate/lower graduate level), especially in courses that would otherwise be "too hard" for you?

Alternatively, if you teach math, what practices have your best students devised that set them apart.

Obviously, "study hard and constantly push your knowledge on all presented material" will be at the core of a lot of this, but I'm looking for something slightly more specific.

Examples of things I've found work well:

-Finding the simplest possible version of a proof that's still reasonably short, even if imprecise, before moving on to a more full and formal version

-Studying a few core concepts of the class before entering it; it gives a complementary perspective to the instructor and gives more time for concepts to germinate in the mind

-Do textbook problems, but only hard ones that push your knowledge. Easy textbook problems, that are basically just doing operations by rote, are a waste of time.

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The Moore Method helped me learn various areas of math. It abides by the dictum that teaching is the best way of learning. One could modify it by pretending that there is an imaginary audience in the room and lecturing out loud (i.e. if you are by yourself this is an alternative to the traditional Moore Method).