To follow-up with Dear brothers post,
I'm not going to go into the why you should or shouldn't go there in too much detail. There is a lot written about it, and
to be honest I believe visiting there is a GOOD thing. They get far more foreign exchange from other things, so the meagre amount of tourist income isn't going to do much if anything for the regime; the exposure for both foreigners to see how it is firsthand, and locals to interact with foreigners is highly beneficial.
You bring gifts and small stuff in with you, and give to guides and people you might meet. (Its advised you bring in food, pens, and other stuff to give away, much like when you go upcountry to zim or similar, and give sweets, pens etc away).
Its pretty straightforward to go to DPRK,
Easiest is to fly to Dandong, and book a 3 day CITS tour in city. Comes to about 500$ (when I went a few years ago) if you do it with the Mass Games, which I'll have to say is well worth going to see, its like the Olympics, but yearly. Its *really* worth going to see, its a once in a lifetime experience. I was impressed.
I took the train up from Dandong (China) / Sinjuku (DPRK) border - if you go via Beijing, you fly straight to Pyongyang.
I'd say the train is better, as you see more of the countryside. Its a huge difference from the industrial wasteland that is China up North. The first thing you notice across the border is the amount of birds and wildlife. There were literally fields full of cranes (the National bird of DPRK). China is making heavy inroads to DPRK though. On the border side at Dandong, all you can see are trucks going in and out taking raw materials out of DPRK.
Most of the people living near the border can speak Chinese; Chinese TV is popular there - Chinese TV channels play a lot of South Korean soap opera too. Most families at least near the border have tv's now, and dvd players, although officially its 1 channel of boredom. Where you live dictates how flexible that is though. Where it gets more rural its more restrictive. Its not one rule for the entire country. You can also get cellphone reception quite a way into the border, and lots of smuggling in/out goes in in the trade zones via that route. I turned my iPhone on, and had reception at least up to the train station in Sinjuku. (You're not supposed to have a cellphone, but the border people have zero clue of what a modern phone looks like). I mostly had mine off though, as it is a rather oppressive country, that you don't want to risk too much illegality!
Their internal network is mostly CDMA though, so I only got reception at the border area's.
USB drives were really popular there for movies and TV shows. Mostly smuggled in from China. There are informal markets where you can buy stuff like that, but as a tourist you don't get to run around too much to see that. It is opening up a little, but its going to take time. They're a poor country overall, but there is a bit of free trade going on, and you can see that in 10-15 years things will change. This takes time though.
Its like China used to be in the late 70's 80's I'd say. Bits of mistrust of foreigners, as they've been screwed over by America a few times (they lost a number of military incidents to America, and are quite hung up about them). They're extremely proud of being Korean though, and proud of their country, and their achievements, despite the situation.
We had a number of tour guides assigned to us - the trip had 15+ chinese tourists, and 2 foreigners (myself, and an australian).
As I speak fairly good Chinese, I spoke to a lot of the tour guides, and travellers on the train. The ones that spoke english were more formal as they're specially trained to deal with foreigners, and report on our heinous activities

They're not too bothered about doing it though, its more lip service unless you do something that is going to cause them issues.
If you were cool, they were cool. (we used to have people in our office in China who had to report to the government on our activities, we all knew who they were, and they used to bitch about having to do it too.)
We could take pictures of pretty much anything we wanted, but in the more "sensitive" area's we were pretty rushed around, so no time to take stuff. I had an SLR with me, and short lenses. I heard that you couldn't have zoom lenses, so only packed a 50mm, but you're allowed them (I think up to 200mm max though).
I have a rather boring video of the entire trip that they sold us - I didn't buy one, but some Chinese tourists with us did, and made me a copy. I actually sat through it once with one of my (South) Korean clients, and he loved it.
As a tourist, you are on a Chinese style guided tour with multiple destinations. Some interesting, and lots not so interesting.
Eg - the subway was rather awesome, but we had literally 5 minutes running through it. The rather not so interesting Kim Jong Il "theme park" of where he allegedly was born, and some other BS we had 3 hours at.
Highlights would be the Museum of gifts that Kim Jong Il received. Insanely huge building, and we were bussed past tens of thousands of local tourists to see things. As we walked through the museum, they would turn lights off behind us, and turn lights on in front of us. The museum literally had corridors hundreds of metres in length.
The mass games would be another highlight. Incredibly intricate acrobat performances by thousands of people purely for your entertainment. It goes on daily for a few months every year, and they train most of the year for it. Some of our guides used to be in the mass games when they were younger, and told us it was a great honour, plus you'd get extra food for your family, so it was also quite coveted. Little slips of truth like that were interesting, as it was different from the daily Dear leader Kim Jong Il did this, Dear leader Kim Jong Il did that when we were guided around the tour sites.
You put up with the sillyness, as the good stuff was worth it. We could walk about Pyongyang a little when we were there daytime at sights, doing a little wandering was interesting, although you couldn't go more than about 5 minutes away before the tour guides got worried were you were. Nighttime we stayed at the large 5 star hotel on the Island in Pyongyang.
You couldn't go visit anything, as outside the hotel there were no lights whatsoever, and lots of deep drops. Hotel Prison!
We started going to sites from 7am onward, and finished at 10pm some days, so you didn't have much energy.
Entire floors of the hotel were shut - there were probably 30 people staying in a 1000 room hotel when we were there.
We had to rate the tour guides at the end of the trip, and they told us to please rate them fairly. This meant giving them excellent reviews, as they were literally afraid of a bad report from us.
Those are the things that stuck in my head from the visit. Its an interesting place. Its not a vacation, but its a learning experience.
I'd probably go again (I have the opportunity, but not the time)
If anyone has questions that aren't about about evil regime supporting, ask me, and I'll try answer if I know.
Lawrence.