Ask to test the pen before you start the exam... before they log you in. Just make sure it works. Last thing you want to do is get in there and find out its dry.
Change your pads every section (except maybe for the essays, if you are like me, you dont use the pads at all for that portion).
Wear a t-shirt and bring a light jacket or sweater if its cold.
Eat the morning of, do NOT go take the exam on an empty stomach. AVOID SUGARS IF YOU CAN. NO FRUIT THE MORNING OF. This will give you a boost of energy at that moment, but you will crash hours later as your body demands more sugar. Sugar high's, come with sugar low's.
Bring a snack if you can. Leave it in your locker.
Be absolutely sure you have nothing in your pockets when you walk in other than your photo id or passport.
Take advantage of the breaks. Splash water on your face during them. Stretch if you can, 4 hours of sitting is painful.
You will likely sleep like !@(*#!(@ wednesday night. Try to go bed early. Be prepared to have trouble sleeping.
If you are not a us citizen, bring a passport. EVERY SINGLE TIME I took the exam there was always some poor bastard who would show up and say "What? I need a passport? But I have my drivers license!"