One way to study for a state capitals test is to create visual memory associations with the name of the capital city. If these images are both fun and weird, it makes it easier for your brain to remember the image and therefore remember the city.
These memory associations need to be created for both the capital city and its related state. Begin by sounding out the syllables of the names and thinking of the words or phrases that they sound like. Then, turn this into a striking visual image to aid in memory. An example of this is breaking the word "Atlanta" into a similar-sounding phrase: "ant land on." You can now visualize Atlanta as a parachuting ant. The state, Georgia, is evocative of George Washington, which you may memorize as a one dollar bill. The complete memory image is now a parachuting ant about to land on top of a dollar.
This technique can be applied to all combinations of city and state. Little Rock, Arkansas, can be visualized as little rocks raining down on Noah's Ark as it is sawed in two, which visually represents Arkansas as the phrase "ark and saw.' This technique is effective because most people are able to remember images easier than words, and developing an image for each capital and its state will help you study for your test because you will remember the strange and evocative images.