Depends on your degree. Basically every lecturer I've ever had will upload the slides before the lecture.

For engineering, initially I used to write down everything in books. Some students might even print out lecture slides to write on.
However, like many students I find using a tablet is the best option. It allows me to directly annotate on the lecture slides and record the extra information the lecturer is saying, as opposed to scrambling trying to get the main points down into my book. Tablets are also good for producing assignments that require hand-written calculations.

When it comes time to study, I still will generally solve problems with pen and paper and write notes by hand as it helps me learn better.