Just got back from a 2 week stay in Zanzibar. We had a great time and this website has helped make sure of that. Here's a few bits of advice which might help, based upon my experience.
1. Visa - Just get this when you land at Dar. It's easy, just get in the queue, pay your $50 and get your visa. We had no problems at all.
2. Airport Tax - I thought we would have to pay $30 departure tax each when we left Zan, but this never happened. Not sure if they have scrapped it, would be worth seeing if anyone else has found this.
3. Money - we took all our money in hard US$. We had money belts under our clothes and made sure each hotel had a safe. As a result we had no problems at all. Using US$ in general also proved to be very easy. We occassionally used TSH as a result of getting change here and there, but we didn't bother going out of way to get it all changed when we arrived. In general the exchange rate we got all over the island was 1200 TSH to 1 dollar. Occassionally you get worse, but that seemed pretty standard. If I thought long and hard about it all I'm sure I could have worked out a way to get the very best value for my money by having some US$ and some TSH, but it just didn't seem worth the hassle. I simply forgot what the "real" exchange rate was and simply accepted that 1200TSH was the exchange rate, meaning dollars works just fine. To some this might not be sound advice, so do what you feel necessary. I'm not in the habit of throwing away money, but I am in the habit of making sure I make things easy for myself.
4. Tours - we did a village walk in Kizimkazi which was superb. We did the dolphin tour, saw about 5, swam with none as they disappeared. They're wild, so you have to accept that this might happen. Spice tour and stone town tour were excellent. The Mnemba atoll tour from Nungwi was also a great day and good snorkelling.
5. Tipping - very occassionally we were asked to tip, but not anything like what I feared from reading some posts. All in all I probably tipped $5 throughout my stay arriving and departing at the airport. Just have some $1 notes.
6. Costs - Difficult one as it depends where you eat, what you do etc. As a guide, soft drinks were about $1.50, beers $2.50 and meals at most restaurants were about $10 for a main. They are all hotel prices or fairly decent restaurants (not top end though). Go local and you will get it cheaper.
Hope this all helps. It's probably all been posted before, but might be spread across a number of posts.