The books on the recommended reading list are good. If you know the material, don't read them for the theory. Read them, look at the examples, and read them for the "why?" with each one. That's the design thinking!
Visio isn't part of the exam. But you may well be asked to modify diagrams (in a "selection" or "placement" kinda way, nothing fancy).
Grading the same day? Wishful thinking! No, it's a long and arduous process after the exams....
Take the sample scenario on the www.cisco.com/go/ccde pages. That'll give you a (very) rough idea of how things go.
There's lots of reading in the exam though! Lots to ingest and sort through to figure out the best method. Just like real life!
Except here you pay by the hour instead of bill by the hour!
PS. Check out blog.ine.com and you'll see posts from back in 2008/2009 that I wrote or that Petr Lupakhov wrote while we worked there about the exam.