I'm doing one now...
The key for me was jumping in and figuring out how the hospital worked ASAP. The attendings all knew I was from "away," as did the other students. Overall, I feel quite lucky to have landed on my feet and gotten my bearings as quickly as I did. Still, I'm almost 3/4 done, and really wish I had more time.
Or perhaps I speak optimistically about spending the next several years of my life at this place...
Go. Work like a dog. (I should qualify that by adding that my dogs have never seen hard work, so it's a lousy saying. But you know what I mean.) The PDs, attendings and residents there know that you don't have family or many friends in the area, so go early, stay late, and make as good an impression as you can.
It doesn't hurt to have a good map of the city, and a map of the medical center. Ask a lot of questions. Read up on the programs so you'll know what to keep your eyes open for. (Scutwork.com is a pretty good source. IME, the evaluations were pretty good indicators)
Good luck and have fun!
Danielle