Remember that when dealing with small banks, go straight to the VP or upper management. With larger, national banks, go to their Private Banking or equivalent division for customers with great wealth. They may have more options when it comes to banking, and have a better grasp of the disclosure and security procedures in the bank.
Don't spend it straight away. Give yourself an amount to spend each week and promise yourself, once it's gone it's gone!
Use the money to first pay off your debt. Being debt free is important to do before you buy a bunch of stuff.
Keep yourself in check. Extravagance can make you lose yourself and your friends.
If you make no changes to your reasonable spending habits you developed before that lucky day, you will always have plenty of money for emergencies. Buy some big-ticket items you really want and then resume the life you led before.
Give your old car to the Salvation Army or other charity.
Create a wish list that you can look at afterwards and then decide on what you really need, some things are best left as dreams instead of very expensive realities!.
Don't blow your money on things you don't need other than that little spending spree.
Before you collect the money, write down or record everything you would like to do or accomplish, what you want to avoid down the road, and how you feel at the moment about the present situation and the future. This is so you can eventually go back and see how you felt and what you wanted to do when you didn't know what it was like to live like a millionaire. This could be just what you need if your view of life is eventually distorted by money.
Do not brag about it, people will get annoyed with you.