Have a wash on the way out - the place is filthy!
I recommend walking in rather than driving, they can make you queue for a long time and parking is crazy one you hit the centre.
Take a bus from just inside the main gate to the town, takes 5-10 minutes to get there.
Dont walk up the rock, will take you a long time. You are better grabbing a taxi driver and negoitating with him/her to take you up in their car (or better still, people carrier) - you can then watch the view without any of the hassle.
Keep your personal items safe. The apes can and will put their hands in your pockets if they think you have food, or just for their own amusement.
Apart from that, just wander about. Bargains to be had with gadgets, watches etc (bought a nice Rolex there many years ago and sent the box and paperwork to myself from the rock via post in case they spot it)