1) Sit in the front row, or as close to the front, as you possibly can. The less visual distractions you have, the better. Plus, it's nice to be able to catch the proctor's eye, if necessary. Don't feel pressured by testers who fill up the rows from the back of the room. Be bold; sit in front.
2) If noise bothers you, tell the proctor before the test that you prefer the doors remain closed for the duration of the test. There wasn't one proctor out of 7 SATs who didn't open those doors for "fresh air" (and a little hallway clamor). I found the noise from the testers who were on break to be extremely distracting (especially during a hard reading passage) and became increasingly outspoken about the matter as the year went on. Ask for your testing room to be kept quiet!
3) Write your thesis for the essay at the top of your test booklet and circle back to that thesis in every paragraph. This tip comes courtesy of Erica Meltzer.
Update (from comments): If there's anything you're likely to forget (formula, definition, particular step you have a tendency to skip, grammar to check for on the writing section), write it in CAPS at the top of your page as soon as you get a piece of paper to write on. Just get the stress off your memory and give yourself one fewer thing to worry about.
4) When you arrive at the test center, figure out if there are assigned rooms (name sheets on the wall are one clue), or whether it's a follow the crowd to the first available room situation. My first two SATs were the "first come first serve" sort, which confused me (and caused me to be late) for SAT #3. I had no idea there were assigned seats and followed everyone down the hallways, only to discover it was like musical chairs and everyone had a room but me ... because there was a name/room list at the front door that I missed.
5) Make sure you turn to the last page of every section, especially at the end of the test when you're worn and weary. I've heard of more than few extremely smart, top-scoring test takers (one of whom is the author of a book about the SAT) who accidentally omitted questions because they forgot to turn to the last page of a section. My friend Catherine wrote a post about her "last page" experience.