Smile: the physiological and psychological benefits of smiling help counteract stress and keep your mind and body in better shape. Think of something funny, or just try to smile, especially when you feel your most stressed or down.
Use caffeine with caution: the 2-liter Mountain Dew that helped you stay up until 3 AM to finish the philosophy term paper may also keep you up, or give you a restless sleep, from 3 until 9:30 (when you have a psychology exam). Caffeine takes ½ hour to get into your system and can stay there for 6 hours.
Take power naps: 30 to 60 min. long naps can help refresh and rejuvenate you. Longer naps than this may leave you feeling more tired than before, however.
Get rest before each exam: your brain will perform much better, whether you have studied or know all the information or not.
Use adrenaline rushes with caution: some individuals can ace their way through finals with less than 3 hours of sleep per day. If your adrenaline level can stay high for this long, go for it. However, please remember to avoid operating heavy machinery (i.e. your car, or worse, your roommate's) during this time and before you have gotten a full night's sleep.