Where to Stay
You should always have an idea of where to stay while in a new town, and ideally, you will have made reservations beforehand. Otherwise, you might end up spending an uncomfortable night on the floor of the train station.
You can find a number of different hostels and hotels in Uyuni, but you should know that the better hotels (the ones that have more amenities and privates bathrooms) are going to be at a premium, so you should definitely think about booking ahead of time. Living on the edge, never knowing where you will stay from one night to the next may sound like a romantic, adventurous trip, but after a night or two on the cold ground or the floor of some train station, you will regret it!
What to Bring
Uyuni is at a high elevation (around 12,000 feet), and this means that it can get quite chilly. You should bring appropriate, warm clothes and perhaps even an extra blanket or sleeping bag, as some of the hostels and hotels are known for being on the cold side at night. Make sure that you have clothes that you can "layer" as this will make it easier to stay comfortable in case you get too warm during a hike.
Also, be sure to bring plenty of water – always bring more than you think you will need. Sun block is also a good idea, as the sun in the desert can scorch you even though it might feel chilly outside.