The AP program from the College Board allows you to take college level classes in high school. There are over 30 different classes that are offered by the College Board. It is important to start early and take AP classes as soon as possible in your school. You should try and have your AP classes complement each other, so if you are taking an AP science class it is better to take an AP humanities class with it rather than another AP science class. You should only take AP classes if you are 1) interested in the subject and 2) feel you can handle the course load. There is often summer work associated with these classes and you need to be prepared to juggle the workload with your extracurricular activities. There are many books that you can use to review for these classes, as well as online review courses.
You can self-study AP courses and take the classes if your school does not offer the course. There are enough review books and resources out there for you to use to study for these tests.
The benefit of taking these AP exams extends beyond admissions. If you achieve a high grade on the exams, the colleges may allow you to place out of classes or award you college credit for them.