http://chronicle.com/jobs/news/2009/05/2009051501c.htm
This article, from the Chronicle for Higher Education, is geared mostly for PhD candidates preparing for oral exams. However, much of what is suggests is good advice for MA candidates preparing for written comprehensive exams as well. For example:
Your first task is to clarify what your exam will be about. As far in
advance as possible, talk with students, faculty members, and advisers
to answer some basic questions: What will be the structure of your
exam? How much material will it cover? Will the exam focus on knowledge
of your chosen fields, your proposed research, or both? more…