High school finals or college?
If you're in high school, it'll only get worse from here on out so get used to it.  If you're in college, the stress is pretty intense isn't it?  Been there, done that.
So for tips?  Find relaxing soothing methods.  Like eating chocolate, curling up in a comfy blanket, pet a dog, aromatherapy, etc.  Use that to your advantage when you study.  Your brain will associate the relaxing thing with studying, making it good.  
I have a short attention span so I study for about 20-30 minutes at a time before taking a 10-20 minute break.  You could try that to start yourself slow and easy. 

I'm in second year of University, so I know how you feel, especially since my program is prestigious as shit. Here's some quick advice:

Don't freak out, it's not worth it.

Try not to think about it so hard. It's a final exam, but the majority of your mark should already have been established through term work such as essays and assignments/attendance. Don't stress yourself out by thinking of it as something that's super huge. Exams are going to make or break your life. As long as you haven't been slacking off on purpose, you shouldn't do poorly. 

Make sure you know your own limits. Try to do just as much studying as you know that you can handle. Don't go overboard with it, because it'll end up giving you a panic attack if you try to force yourself too hard. If you can't study right now, put it off until later, but not too much later. It's bad to procrastinate, but if you can't study right now, sometimes you won't get that extra push from your mind until the time limit is more pressing.

Make notes of all of your notes. Re-take notes if your professors/teachers post them online, and make notes out of textbooks. If you're worried about memorization, take a lined piece of paper, and a pen, and re-write all of your notes ONCE. Don't do this too many times, unless you want to cripple yourself. And sometimes, it helps to just study for one exam at a time, instead of doing a chunk of each. Over-prepare, but don't kill yourself doing it. 

Have a calming endorphin-releasing snack, whether it be chocolate or your whatever your favourite food is. Sugary foods help your brain focus and remember things, too. Salty foods are tasty. Don't be hesitant to take breaks in between. Go game, draw, etc. in between 30-60 minute studying intervals to clear your head.

Also, all-nighters are really bad, so never do those. If you stay up all night studying- or trying to study but not, you'll just feel awful in the morning and you probably won't be able to focus on writing the exam. Make sure you get enough sleep, so you can focus better and think clearly.

Good luck to you on your exams!