Gold Skulltulas
Upon entering Gerudo Valley and crossing the bridge, you will see a large stone arch, behind which you can find a Gold Skulltula. You can find another behind the carpenters' tent at night. A third is available only at night, crawling on the eastern wall of the fortress. The fourth and final Gold Skultulla in the Gerudo Fortress is in the shooting range on the north target.
Pieces of Heart
Grab the first Piece of Heart in the chest you after escaping from your dungeon cell. Earn the second by obtaining 1000 points at the shooting gallery.
Rupeees
If you break the rocks outside the carpenters' tent, you can find a purple rupee. Another is available just across from the chest with the Piece of Heart inside it. A chest containing a blue rupee is just inside the Gerudo Training Ground, but since it costs ten rupees to enter, do not do so unless you intend to complete the course anyway.
Other Tips
Consider completing the quest necessary to obtain the Biggoron Sword before entering Gerudo Fortress. The Gerudo guards are the most difficult sword wielders you have to fight in "Ocarina of Time," but they have trouble blocking a Forward + A blow from the Biggoron Sword.