I have done an audit with LEM and have another one coming up very soon... The only thing I would say is to make sure you are easily familiar with navigating the appliance, definitely comfortable with AND/OR statements for nDepth searches and I'd even save a couple of the searches to pull up again during your audit. You can check your company's PCI standards for what to search for beforehand, but otherwise LEM is a great auditing tool that really does see so much data...
Was there anything you're concerned or worried about?