Get your passport stamped - The Indian side is fairly normal as far as land border crossings are concerned. Your passport will change hands several times, and should finally result in a stamp, which doesn't take too long. The Bangladeshi side, however, is another story. Staff seem to have been hired an hour before you arrive - try not to laugh when they ask which visa in your passport is the Bangladesh one. On either side you may be asked for baksheesh by the passport stamper or a boy who grabs your passport and shuttles it between the various officials or the many men who offer to fill your forms in for you. This is not normal for an Indian border crossing, and is entirely avoidable - shuttle your passport yourself, and if still asked, no works. If you're on one of the A/C direct buses then the bus company collects all passenger's passports before the border and facilitates the stamping.
Recently the process has improved considerably. The Bangladesh side is simpler than the Indian side where you wind you way through a complex building to get the various stamps.On the Bangladesh side, you will enter one office, be asked to sit while you passport is examined, and within short order, stamped.
While leaving Bangladesh by road, you have to pay a departure tax of 300 Taka. If you are travelling by one of the direct buses, the bus company will usually collect the amount from you and pay it for you. If you are travelling independently, pay it at the little branch of Sonali Bank next to the immigration office. It seems to be open as long as the border crossing is open.
Note: if you arrived by air to Bangladesh, make sure that you have a "change of port" certificate which allows you to leave by land, otherwise you will find yourself being turned back at the border. Change of port certificates are available from the visa office in Dhaka and take about 4 hours to produce. Sometimes you might need to insist here that the office really does provide these certificates and demand that you need one.