Check with the sale to see what kind of payments they accept. Many sales only accept cash or checks.
Bring something to carry your finds - a child's wagon or a laundry basket (a rope tied to the basket saves your back). Some sales report people bringing in the large garbage cans with wheels!
Bring a list of your kids measurements (Land's End has an excellent how-to) and a tape measurer. Remember, the actual size isn't always the one on the tag.
Trace your child's foot on cardboard and bring it to slip into shoes. Much easier than a wriggly child!
If at all possible - leave the kids at home! Swap out babysitting with another mom. You'll be doing a lot of browsing, and many times the toys are just too much of a temptation for little people. When space is tight and crowds are thick, a stroller becomes a hindrance.
Finally, consider volunteering to work for the sale. By giving up a few hours of your time, you get to shop a special "pre-sale" and will get first pick of all the choice merchandise and best bargains.
The Consumer Product Safety Commission has a database of all their recalled items. If you're thinking of buying any sort of gear for your baby or other "big ticket" item, you should check for recalls.