I can help because I bought my mother-in-law a Chocolate Lab and had her shipped.
You will need to bring some sort I.D. - Drivers license, social security card, etc. I would bring a harness and lead so that you can walk him when you get outside of the airport (in case he has to pee/poop). You should also bring a bottle of water and a little bowl for it and some Nutrical (in case he's dehydrated). I would also bring something to put on your car (like a blanket) in case he pees or poops on the seat.
If they fed the dog before the flight, then he may be messy (from pee and ppop) when you pick him up.
By the way, is this dog a girl or boy? Did you pick out a name yet? I'm so excited for you!!