I had accounting and physics on the same day for my mid-years, and legal and physics on the same day for end-of-years.
I found it beneficial to engage in the discussion aftermath of my first exam (which is inevitable and helps you get that subject off your chest).
After that, I usually ended up eating something (I always lose my appetite during times of stress, i.e. exams, and have to sit down specifically to eat).
Umm... both times I ended up in an empty classroom with friends... I flicked through my notes and just talked about it with friends (mostly 'OMG I'm so nervous', lol XD).
I think looking through some notes and stuff just helps you get you into the frame of mind for that subject, so that you're refreshed and ready for it (try switching your brain from legal studies mode to physics mode... it's not fun).
I *strongly* recommend against trying to complete any particularly hard problems, because if you can't then you'll stress.
By all means, review your work on hard problems you have completed, but do NOT try anything new when there's only a couple of hours before your exam.
If you need to get away from the school atmosphere, then, by all means, go to your friend's house.
Keep focused on your next exam though, don't end up randomly playing Wii or something.