I'd suggest just browsing the forum for a couple of hours for the discussions on prices and what not. Opinions vary wildly, lol.
I don't know why you would need to pay the departure tax when you arrive. I've never had a problem just paying for it when i get there on my departure date. I always leave myself a good buffer before any flight and half the time I have gone to the airport to leave, my gate isn't even open, so i just wander over to the Departure tax place and pay it. I've never waited more then 5 mins in line there.
I've never had a problem with TLN's, except with some of the more popular girls that want to get back into the hunt. Personally, I don't go after the hottest looking ones... I try and find the 6 or 7's that have the personality of 10

I only TLN with ones I connect with and whom I want to have a go at again with in the morning. As for their bambinos, any girl working the rounds will have a relative of some sort watching them during the night. They will most likely want to bail early in the morning though so they can be home before the family wakes up. If you get to know a certain favorita, then she will make exceptions and stay longer or do some stuff with you during the day. The hard core pro's will be the ones that don't want to stay TLN or they will ask a bundle, but there's lots of "part timers" that come into town just to make the rent or make some $$ for their family and they like to hit and run. If you connect with one of them, a lot of times they will ask only a little more then their normal 1 or 2 hr rate and stay for most the night. Especially if you are having a fun time. I've had several TLN's that were in the $100 range.