Favorite thing: I bought my slowboat to Luang Prabang ticket from the ferry terminal office which is located up the hill from where the ferries are located. This meant walking a fair way out of town but I didn't mind as I had half-a-day to kill walking around the town after arriving from Thailand. The ticket cost me 950 baht - 220,000 kip/US$30 and the guy showed me the boat so that I could see what it was like before the trip.
Favorite thing: Try and avoid getting to Huay Xai at lunchtime as both immigration offices (on the Thai and Lao side) were closed for a short while. Luckily I only had to wait 10 minutes for the office to re-open on the Thai side but I had to wait 20 minutes on the Laos side. Here, the immigration office is just a few meters from the ferry on the right and issues 30-day Visas-on-Arrival (USD35 for UK and most Europeans but is more for Canadians, for some reason) where a passport-sized photo is needed.
Favorite thing: There's a useful modern looking post office along the main road, towards Fort Carnot (turn right after coming up the road from the immigration office).
Favorite thing: There's a small bank with a very useful ATM machine outside if you turn left at the main road after coming up the road from the immigration office. Inside, they change Thai Baht and other currencies.