I did a prison rotation and it was one of my favorites so far. Just be reasonably polite, try not to apologize too much, don't wear a tie, and don't tell them both your first and last name or else you might get strange friend requests on facebook. Most of the prisoners were very cool with allowing me to work with them, including a lot of hands-on doctoring skills that many sites are reluctant to allow students to do on real patients. The doctors were also enthusiastic about teaching. Depending on where you are, you'll see tons of psychopathology. A very large portion of the inmates I saw even in the medical clinic were also psych patients. It's great practice at learning how to deal with malingering.
Prison was a good place to learn about telemedicine, acute psych issues, malingering, hepatitis, minor trauma, drug abuse, medicolegal issues, and certain infectious diseases.
Prison would not be a good place to learn OB, pediatrics, geriatrics, psychotherapy, or cardiology.
EDIT: The prisoners reacted very well to positive feedback and verbal expressions of gratitude, even if it was for something minor.