A reader kindly pointed out a recent New Scientist article providing an overview of various strategies that might help you improve your cognitive function. A fair rendition, I thought, but if you want a bit more info on the various topics covered, here's a few links to articles on my own site:

Does physical exercise improve cognitive function?
http://www.memory-key.com/Articles/exercise.htm
The role of mental stimulation in aiding memory
http://www.memory-key.com/Articles/stimulation.htm
The role of sleep in memory
http://www.memory-key.com/NatureofMemory/sleep.htm
Working memory
http://www.memory-key.com/NatureofMemory/working_memory.htm ;
wm and intelligence:
http://www.memory-key.com/newsletters/issue_54.htm
The Mozart effect
http://www.memory-key.com/Language/Mozart.htm

There's also a summary of research reports on the effects of diet on cognitive function at http://www.memory-key.com/Seniors/substances.htm ; a couple of reports on the findings from the Nun study at
http://www.memory-key.com/news/2003/news_2003Jul.htm#education and
http://www.memory-key.com/Seniors/Alzheimers_risk_factors.htm#Nun%20Study ;
a news report about the neurofeedback research at
http://www.memory-key.com/news/2003/news_2003Jan.htm#Neurofeedback ;
and a news report about modafinil at
http://www.memory-key.com/news/2003/news_2003Nov.htm#Drugs which is worth noting because it mentions the possibility that this drug will impair performance for some.