i second the camera. it's great so you can take a picture of you i the dress you think looks great at the moment, and then later go back to the pic and see how it really looks and decide then if you still like it.
i would bring a couple of different bras, for different dress sizes. do your hair down and bring a clip so you can take your hair up and down to see what the dress would look like with both styles.
don't wear a lot of makeup. it gets on the dresses and it would suck to ruin a dress that you don't like and have to buy it anyway.
bring an open mind and try on lots of different styles. that way you can get a feel for what style suits you best. i went looking for a certain thing and ended up with something totaly different.
if you're trying on big poufy dresses (or anything with a crinoline), make sure you wear undies you won't mind a total stranger (i.e. the salesgirl) seeing you in, since they often help you get into the dresses. if you're planning on trying on more sheath type dresses though, a thong is probably in order
the shoe height probably isn't the biggest deal; you won't start alterations that day. the only advantage really is that if you're not super tall, the dresses will be way long and the extra height helps for maneuvering around.
is anyone going with you? definitely keep your entourage down to one, two at the absolute most...it can be a zoo in those places *and* you don't want too many outside opinions clouding your judgment.
I would also bring any undergarments you might be thinking about wearing, such as panty hose or spanx so you can see what your dress will look like with these underneath.