AOK, I don't really know. I think ATMs give you a good rate but often charge transaction fees (unless you have some deal in which you don't get charged). I do know that the Agricultural Bank and ICBC thing is an open secret as both are in plain site and prominent outside of customs, but there is never a line whereas within Customs...
Echoeing our resident Beijing expert, most tourist sites will be packed to the gills. So if you're going to the Great Wall, I' d avoid Badaling and Mutianyu (I avoid Badaling anyway), and try to get a guide to take me to a "Wild Wall" (unrestored parts of the wall where there aren't too many crowds) site (something I've always wanted to do).
Hmm, other things... Eat lots of good food? Tough to say without being more specific. Places like Sanlitun (where regulars go to drink) might be a bit more empty, I remeber that was the case last year.