Some great tips above, and I thought I would add my own.
I pondered about the caps/no caps, and even the staff at the centre were not able to give me a good answer on if I should or shouldn't do that (I wanted to check if all caps for all answers would look bad). I ended up doing ALL CAPS. Judging by my score, I think it was safe to say ALL CAPS did not lose me any marks, whereas, making small mistakes with names and places may have.
Next, yes, I totally agree, underline the key words in the question the moment you see the question, as the tape starts playing. Then skim the text and question super-fast, and do some more underlining of key names, places, dates, numbers.
Read the question carefully, check how many words are expected, and if its a mix of words and numbers or BOTH. Note the AND/OR numbers on some questions. I got caught out. Although actually, I think that was the Reading exam, as I was able to ask the examiner that to make of the guidelines there. ASK. never hurts to ask. They can always say sorry, we cant say. But they might be able to help. you don't know if you don't ask.
Finally, very important: Within each main question/listening task there are often several sub-questions. Look 2/3 sub-questions ahead of the one you are answering, as you may find they worded the answer differently than you were expecting, so you might be waiting for that for ages and then you realise they are already 3 questions ahead.
If you think the answer is taking a long time to appear, double check 2/3 questions ahead to make sure you have not just missed it. If you missed it. MOVE ON. you may lose more marks panicking about the one you missed, and in doing so, you risk losing more marks as you are distracted for the next questions. If needed, just write ANYTHING you remember on the question paper (not answer sheet yet) as a note, and check back when you have more time. Remember, you do get time at the end to transfer your answers to the answer sheet.
Hope it helps.
P.s. for reference, my scores were as follows, and the tips I gave above were all things I did myself in the test, and getting a 8.5 must mean the tips must have helped somehow, BUT, take everyone's advice with caution, they may not be right, even mine could be wrong/inaccurate.
Overall Band 9.0
Listening 8.5
Reading 9.0
Writing 8.5
Speaking 9.0