I never taught myself to study and I feel I half-ass it when I do. I think that my textbooks should be rewritten into Wikipedia articles or told to me fireside as if they are ancient tales, and I'd likely retain more than I do now when I sit down to learn.
I can't read mass amounts of information of things I don't care about and retain it (if I love the topic, it's a different story) so I try to read over everything, break it down into sections, make outlines, and then make lists. It's the only way I get anything done.
Oh, and music on in the background.