Locate old exams.
Most comprehensive exams are administered to groups of students. Departments often have files of old tests. Take advantage of these exams. Sure you likely will not see the same questions, but the exams can provide info about the kinds of questions to expect and the base of literature to know.
In some programs comps are tailored to each student. In this case the student and advisor or sometimes comprehensive examination committee work together to identify the range of topics covered in the exam.
Consult with experienced students.
Look to others in your department who have successfully completed their comps. How are comps structured? Ask them how they prepared, what they would do differently, and how confident did they feel on exam day. Of course also ask about the content of the test.
Consult with faculty.
Usually one or more faculty will sit down with students and talk about the test - what to expect. Sometimes this is in a group setting. Otherwise ask your mentor or a trusted faculty member. Be prepared with specific questions, such as how important is understanding and citing classic research as compared with current work? How is the exam organized? Ask for suggestions on how to prepare.
Gather your study materials.
Gather classic literature. Conduct literature searches to gather the newest most important pieces of research. Be careful because it's easy to become consumed and overwhelmed with this part. You wont be able to download and read everything. Make choices.
Consider the challenges.
What are the challenges you face in preparing to take the comps? Locating study materials, reading them, managing your time, keeping productive, and learning how to discuss the interrelations of theory and research are all part of studying for comps. Do you have a family? Roommate? Do you have the space to spread out? A quiet place to work? Think about all the challenges you face and then devise solutions.
Set aside time.
Many students, especially at the doctoral level, carve out time that they devote exclusively to studying - no working, no teaching, no coursework. Some take a month and others take a summer. Set aside a time frame.
Manage your time.
Recognize that your time is limited. You need to decide what to study and how much time to devote to each topic. It's likely that you have a better grasp of some topics than others, so distribute your study time accordingly. Devise a schedule and determine how you will fit all of your studying before the exam. Each week set goals. Each day have a to-do list and follow it. You will find that some topics take less time and other more time. Adjust your schedule and plans accordingly.
Remember that you're not alone in preparing for comps. Work with other students. Share resources and advice. Simply hang out and talk about the stress. Consider creating a study group, set group goals, and then report your progress to your group. Even if no other students are preparing to take comps, take time to spend with other students. Reading and studying in isolation can lead to loneliness, which certainly isn't good for morale and motivation.
Remember your task.
It’s easy to get swept away with the task of reading and memorizing oodles of articles. Don't forget that you will be asked to reason about these readings, construct arguments, and discuss the material at a professional level. Stop and think about what you're reading. Identify themes in the literature, how particular lines of thinking evolved and shifted, and historical trends. Keep the big picture in mind and think about every article or chapter - what is its place in the field at large?