I am going to try to go out as well... and camp. Is it possible to get there a day or two earlier before the show opens?
Yes! I'm really not sure how early you can get there, but the show starts on Monday and the NOTAM takes effect the previous Friday... I think that means that both ATC and CAP and volunteer marshallers are there by then! Normally most of the arrivals are in the two days before the show starts (Saturday and Sunday).
And how easy is it to to leave... say, on the second day? I would assume they have a time window to leave. Do you have to "Sign up" to leave? Or, just get in line with the others.
Piece of cake. Pack your stuff, load the plane, pull the plane into the aisle in front of you (so as not to blow over anyone's campsite), fire up, slap your "VFR" sign in the window, taxi to the nearest taxi lane and follow the marshallers.
There's no signing up, and you can leave any time the field is open (7 AM to 8 PM daily except when the field is closed for the airshow, generally around 2 until 6:30 PM).
This is one of those times you need to be on your game, though, and completely ready to take off before a tire turns. You may or may not get a chance to stop and check anything. You probably won't get a chance to do a runup... My favorite thing to do is a quick mag check as I rev up to begin taxiing on the grass. Just looking back at some video that EAA shot of me doing a departure and arrival, I ended up with nobody in line in front of me coming from where I was parked, and I stopped for exactly six seconds before being cleared for takeoff.
So, have the plane ready to go, get the departure ATIS (which is separate from the arrival ATIS), know what runway you're using and the proper departure procedure for it (most departures must remain at 500 AGL until clear of the Delta, and the 36 departure has you doing a 150º right turn immediately after liftoff) and have the departure runway tower frequency in and ready to go, before you even start taxiing from parking. Then, once you're moving you can keep your eyes outside and be ready for any instruction from ATC.
Here's what it looks like (this is approaching runway 27 from the north side):
Above the right wingtip, there's a minivan and another wheeled contraption resembling a scissor lift that isn't lifted... Those are some of the air traffic controllers.
After making the right-hand turn you see above:
That's a marshaller to the left, and an air traffic controller just to the left of the prop. The difference is that the controllers at Oshkosh always wear pink shirts. Note that we do not stop at the hold short line you see here, we pull all the way up to where the controller is, without any instructions over the radio. Also, note the Cessna starting to pull onto the runway from the other side.
Now, the Cessna is on its takeoff roll. You can see the controller in the grass on the left, and right next to the left wingtip you can see the "Monitor 121.75 now" sign. You'd best be monitoring it before you get there, because if you wait until you see that sign, they're likely going to be clearing you for takeoff before you get your radio tuned. If you hear "cleared for takeoff 27" you don't want to have to ask "was that for me?"
Finally... While I don't have video of this I don't think, later in the week when there are a lot of departures, especially after the airshow on Sunday, they'll be using both halves of the runway, giving LUAW to an aircraft on the left as they clear the one on the right for takeoff and vice versa. They only need 1500 feet of lateral separation on the runway, so it'll be like this:
"N1234A, line up and wait runway 27 left side. N2345B, cleared for takeoff runway 27 right side. N3456C, line up and wait runway 27 right side. N1234A, cleared for takeoff runway 27 left side. N4567D line up and wait runway 27 left side. N3456C cleared for takeoff runway 27 right side...." etc. It is really a thing of beauty to watch these guys clear out several thousand airplanes in under three hours, and while it may sound hectic, it's also a thing of beauty to be prepared and be part of it.