Hi, I have to chime in on one of my favorite subjects!! Yes, bring some dresses if you have them. Check out Wal Mart as they are about $15 Cdn and they are perfect for this occasion. My DD wore her Cinderella costume to dinner at the Castle and she looked awesome!! She is four and she looks like a princess in training sitting next to her idol!!
If you can afford it the Bibbity Bobbity Booutique is a great thing to do. I still regret not doing it. It is expensive so you have to be sure it is what you want to spend your funds on. If we ever go back that will be a must on our list. They have wonderful costumes to buy there and in any park, but they do cost quite a bit more than you would pay at Wal Mart or even a party store that sells costumes.
My DD wore capris and a t-shirt under hers during the day and at night I put leotards under the dress (for our Castle dinner). DD wore her runners, which were fine because the dresses are long. In March it will be cool, but it shouldn't be cold so a t-shirt would be fine. Just always have a jacket handy and even a change of clothes.
And yes to a stroller. We used ours for holding our junk etc.., but it was great for the times when DD was tired or when she had a snack.
I suggest bringing a change of clothes and a change of shoes, if it is rainy season. We went in December 2006. It rained a bit each day, but nothing too bad. However, on our last day it poured. We all got soaked, but I was able to put dry clothes and shoes on DD so she would not get sick. We also used the change of clothes when we met Ariel in her grotto at MK. The wait was quite long and there is this little water park in front of where you wait. THe water shoots out of the ground as if you were under water. Anyway, DD played there after meeting Ariel and got soaked. SHe loved it and we had the clothes to change so it was no big deal.
Have a wonderful time everyone!!!