If Tamanrasset is a great place for tourism, there is a little misunderstanding of this fact by the banks! Tamanrasset is secure if you carry cash with you, with care of course... however there is always a risk if you do not stay to trustable friend's homes. The surest way for non Algerians is to carry cash in Euros or Dollars. Both work but there are more connexions between Algeria and Europe than with north america, so Euros are appreciated... The cost of one day in Tam' ranges from 0 to maximum ~50 € within the city (for 50€ you get the best hôtel of the city, and 5 meals a day), In the desert, a day costs 70€ a day for the car related costs, 10 to 30€ per staff member, and shopping for ~10€/person (fruits, vegetables, tea etc.).
Unique Suggestions: What I personnaly did is to take a mix of cash and traveller cheques (these were in dollars remaining from my previous trip to Nepal). Cash is exchanged without any problem, legally in Banks for bad rates, or more illegally at some other places (at your own risks..., I will not advise anything related to that!). In banks, show the certificate you established at the airport which contains the amount of cash you are carrying with you. The rate is 1€ for 95D, a coffee costs 15D, 1L cola costs ~50D. Traveller cheques will be accepted at the main bank under LOTS OF conditions (including the state of mind of the cashier), they will probably accept after long negociations, and with a high comission, and after you gave the name of one local who accepts to hold responsability for the transaction. Note finally that noone will take your credit card - banks nor agencies.
Fun Alternatives: The administration is a bit more smooth now than in the past, and Algeria slowly showing its beautiful face to the world. I think that if more and more tourist come with travellers cheques, the main bank office at least will start accepting routinely traveller cheques, and maybe credit cards in a few years. I took the risk!
Since some west european tourist were caught with lots of archeologic objects, authorities may ask about any stone or sand you carry with you. Note that you can be controlled in ANY place you will pass a checkpoint (I was checked twice in Tamanrasset and Algiers). Any stone with a strange color, shape - especially if they look like prehistoric objects will cause you problem - even simple sand in a bottle : don't take too much sand with you! (half a 1L-bottle is still ok).
Unique Suggestions: There is no other way to avoid problems that forgetting archeologic findings! give them to the museum or to your local friends. Even if you manage to bring them with you, think about the morality of what you just do, and be conscious these object may be claimed even in X years by the country you stole!
Fun Alternatives: Bring everything in you photocamera, in your head, write a travel book, and go back to Sahara to see your lovely stones again!