It's pretty straightforward-- if you got an online visa, just proceed to the immigration desk with the forms given on the plane and you should just go through. There are plenty of banks and ATMs who will change money with you (the rate was 1 USD = 1240 Kyat (pronounced chot)). Yes the rate was somewhat better in the city (1 USD = 1242 Kyat) but in general it was a lot easier to change at the airport-- just make sure you bring fairly crisp large bills ($50 or $100). From there, you can just go to the taxi booth and reserve a taxi (though you may want to get a SIM card at the booths further down first).
Do you need a SIM card? I thought so, but after getting one it wasn't very helpful-- even with 3G it was hard to find my location on my smartphone with Google maps. (Though it was only 1500 Kyat.) Sadly the 3G/2G connection I had was actually better than the wifi at the hotel I stayed in!