I love Yankee Swaps!! The way the ones I've been to work, is everyone draws a number from a hat, based on the number of participants. Everyone chooses a gift to open based on their number. Number 1 opens a gift, and waits. Number 2 opens a gift and can either keep it, or exchange it with Number 1. Number 3 opens a gift, and can either keep it or exchange it with Number 1 or Number 2....and so on and so on until the last gift is opened, and then Number 1 gets to exchange his or her gift with anyone else. You cannot decline to exchange; once you've opened a gift, if anyone else wants to exchange, you are stuck with what they give you!
As far as what to bring, anything goes!! Since there are a number of people who will be there, there will be a number of tastes to appeal to.