First of all, make sure you know the exam you're preparing for. Is it the right level for you? You can take a look at this blog post for more advice about choosing the appropriate exam. Secondly, do you know what score you need? For example, if you're taking IELTS to be accepted to an English university, what have they asked you to get? Can you score lower in some areas and higher in others? Is there a minimum for each skill? Once you know this, make sure you understand the format of the exam and the time available for each section.
Now you're sure about the format of the exam, you can start preparing! There are a variety of resources available for all the major exams, including course books, specific vocabulary/grammar books and past papers. You should do several past exams before the real thing so you're comfortable with question types and timings, but should also do plenty of other activities to improve your grammar, writing, vocabulary etc. It's a good idea to practise the writing and speaking in particular with a teacher who can give you feedback. Your teacher can also give you guidance on the other parts of the exam. Together, you can assess which areas you need to work on. You should also read and listen to as much English as possible - not just exam material, but books, newspapers, TV, etc.
On the day of the exam itself, give yourself plenty of time to get to the exam (and double-check whether the speaking element is on the same day, as sometimes the oral exams are held before). Once you get to the venue, try to relax. Deep breaths and remember that you're there to show off your level of English! In the exam, read the questions carefully (even if you're familiar with past exams) and don't leave any questions blank. In the writing section, allow yourself time to plan before you start writing, and to check your writing at the end.
Good luck if you're taking an exam soon and please contact me here if I can help with your preparation!