I like to think that you aren't a real pre-med until you pull a legendary all-nighter (though, ironically, I've only had to pull all-nighters for my non pre-med classes). Lots of people probably have different definitions of what qualifies as an "all-nighter". For me, it has two qualifications: a) staying up until at least 3 am and b) getting less than 4 hours of sleep. Either way, it sucks, it makes you feel like crap the next day (and possibly the day after that), and you always end up wishing you didn't procrastinate so much. Nevertheless, you're there, and you gotta do it.
I decided to compile a list of "No-Sleep" aids to help get you through your next all-nighter. Different things work for different people, but these are generally what work well for me.
1) Coffee/Tea- It's pretty standard, and the caffeine boost is usually enough to jolt your body awake when you start feeling a little sleepy. Though, I find as the night goes on, and your body and mind crave sleep more and more, you're going to find yourself chugging that drink to keep yourself awake. Also, caffeine's a diuretic, so expect to have to get up to pee (and therefore, not work) about a hundred times. Personally, I'm so desensitized to caffeine that a good cup of joe just doesn't cut it anymore. I'm a fan of the 200mg caffeine pills they sell at drug stores like CVS (they bare the oh-so-creative name "No-Doze"). 200mg is about equivalent to one cup of coffee, but it hits you faster so popping one of these babies gives you a jolt that is somewhat more intense than sipping on a cup of coffee (if coffee makes you jittery, you probably want to stay away). BE WARNED: you still get the after-caffeine crash unless you pop another.
2) Red Bull/Monster/Ballz/[insert favorite energy drink here]- Oh energy drinks. I feel like these things are made to be targeted at college kids pulling all-nighters. My campus convenience store sells tons of varieties, singles and multipacks, and ALWAYS stocks up around finals period. Some swear that the extra ingredients like guarana and taurine energize them and help them focus, but to be honest, I haven't noticed any huge difference when compared to coffee. They're definitely not the healthiest things in the world (they're FILLED with sugar, unless you get one that's sugar-free), though sometimes I go for it just to add some variety to my staying-up routine. I don't suggest pounding these back all night though. I polished off a four-pack of Red Bull while writing a 10 page research paper one night, and let me just say, I think I started burning holes in my stomach lining.
3) Exercise- Definitely the healthiest of the options, and admittedly, not one I've really tested to any significant extent. I have friends that say whenever they're pulling an all-nighter and start getting tired, they get up, bust out a few pushups and situps, and they're good to go for another 45 minutes to an hour. Honestly, I think I would just get more tired and want to go to sleep (and laying down on any surface after 3am is putting myself in the danger-zone), but there is something to be said for getting the blood pumping again. Especially if you've been sitting at a desk or table for hours on end, it might be a good idea to get up, stretch, and move around for a little bit every hour or so, if anything, just so you can "accidentally" watch the sunrise (I've done it before, and when that happens, it is both freaky and magical).
Now, I'm not really going to comment on questionably-legal methods for staying awake and focused, like those little ingestibles that have names that rhyme with cladderal and smiddelin. If you want to try them, that's your own prerogative, but I beg you, BE CAREFUL. They are prescription-only (and controlled substances) for a reason, so respect them. If you're going to experiment, start small (like, really small dose) and figure out what works best for you.
Perhaps the most important piece of advice I can give is MAKE SURE YOU EAT! I've been guilty of surviving on nothing but Red Bull and a candy bar for a 48-hour period during finals, and it left me feeling like crap. If you're going to stay up all night, at least give yourself some snack food. Some fruit or other source of simple sugars (and water!), some carbs to keep that brain going, and some protein to make sure everything's working. And when its all said and done, GET SOME SLEEP. There's a reason you're body needs sleep, and as Steve posted, its been clinically proven that more sleep correlates to better grades. After you're all-nighter, make it a priority to get some good sleep. You won't technically "catch-up" on sleep (I'm pretty sure that's impossible), but you'll at least push the reset button on your body that will allow you to function as a human again (as opposed to a sleep-deprived, fact-reciting zombie shell of a college student).
Got your own tips for pulling an all-nighter? Share with the rest of us and post 'em in the comments!