I spend one entire class period with the students working in groups on a massive stack of problems. More problems than is really reasonable to complete in the time allotted. In this "review mode," certain kinds of problems are more effective than usual.
One type: where the problem is easy once you identify the correct strategy, but the correct strategy is elusive. Often students struggle on exams because they can't distinguish two fundamentally distinct questions, and this is a good time to delve into the issue. For example
1a. Find $\int_{-5}^5 25 - x^2 \, \mathrm{dx}$
1b. Find $\int_{-5}^5 \sqrt{25 - x^2} \, \mathrm{dx}$
1c. Find $\int_{-5}^5 x\sqrt{25 - x^2} \, \mathrm{dx}$
1d. Find $\int_{-5}^5 (\sin x)(25 - x^2) \, \mathrm{dx}$
Hint: (1d) is only reasonable to do in one way, and it doesn't require any computation. (1c) is actually doable by the same method, although there are other options.
Second type: can also use up your elegant "trick" questions on these review packets since they are legitimately a learning exercise, so none of the negative feelings of the trick question happen but you get all of the educational benefit. For example, in an algebra class, I can give this on a review day (but maybe not on an exam, although the ideas under the trick question will appear on the exam):
2a. Solve for $x$: $x^2 = 81$.
2b. Solve for $x$: $\sqrt{x} = -3$.
Hint: neither answer is simply "$x = 9$".