What is the best way to learn new technologies?

I wonder what would be the best way to learn the β€œnew” technologies (for example, LINQ, WPF, WCF, AJAX, the latest C # 3.0 stuff, etc.)?

How do you study better? Are these books, webcasts, online articles, tutorials, examples, or practical exercises?

In addition, how do you make sure that you will remember the materials studied? (reading the book / article again? delving into a topic that you think you already know about?)

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