The north gate is the better entrance and will funnel you by the range and then merch store. It's not a tent - it's a beautiful building. They allow you one re-entry each day, so we always take our merch back to the car. You can also ship it onsite if you want. Definitely go first thing and get it over with.
Other random thoughts:
1. If you're going with buddies or just more than one person, be sure and wear a wrist watch and pick a "when we get separated meet here" spot. It can be really easy to get separated - especially around the clubhouse - and you won't have your phone to text/call.
2. Spend time around the big oak tree by the clubhouse. It really is cool. Since you'll be there Tuesday, and if you stay around basically until they kick you out, you'll see a lot of the past champions under the tree before the Champions Dinner. Last year we just stared at Scottie and Crenshaw talking for 20 minutes before the security guard politely told us that we didn't have to go home, but we had to leave the premises.
3. We walked down to Amen Corner around 5:15 after all the players were off the course. It was the most beautiful and peaceful time I've ever had on a golf course. It was awesome. Just soaking in the beauty the course at that time of day was spectacular.
Have fun. It's the best.