I read a couple of sample papers beforehand, bought a pen (or was it a pencil?) and rocked up on the day.
There were some people there (mainly rich kids and particularly those from the US, who had invested lots of cash in tutors for the GMAT). It probably helps a bit if you have money to throw around beforehand but not much.
A bit of self-practice before helps though because you get a taste of the question types and also how quickly you are expected to do it (critical if you dont want to answer a minority with excellence only to find you ran out of time).