As has been said already, drink lots of fluids 1/2 before the end of your holding time.
Ask the doctor for an antispasmodic and the pyridium (that's the stuff that turns your urine bright orange). It is good to have them on hand. Then, depending on your symptoms you take the appropriate one.
I wore my regular clothes and my treatments were in the urologists office. I suggest against going shopping or anything after you have the instillation and before you empty. I had some major frequency/burning/spasm issues in Safeway one day when I though I could just stop for some things on the way home.
Read all of the information on the BCG label. If the doctor doesn't give you a sheet with all of the information, look it up online.
Here is a link to the Tice BCG package insert:
TICE BCG Pkg Insert
Especially read the Patient Information section.
Never get the treatment if you have gross hematuria (visible blood in the urine). The uro should do a urine test each time you come in, prior to administering the BCG.
Plan on taking it easy the afternoons you get the instillations. Side effects can increase in intensity over time so if you have little effect after the 2nd one, don't plan a party after the 3rd because it didn't really bother you.
If you are not going to drive yourself and you are nervous you could ask the doctor about 5mg of Valium prior just to relax a bit.
If you do have a reaction early, the dose can often be reduced significantly. Some doctors start at 1/2 or 1/3 dose strength and there has been no evidence of reduced efficacy. That means, even the lower doses seem to do just as well but have a lower probability of strong side effects.
Good luck with the treatment. It is great stuff with a fantastic success rate for CIS.
Mike