When a Muhrim (pilgrim in the ritual state for Hajj and `Umrah) reaches Makkah, it is desirable for him to take a bath before entering the city, because the Prophet Muhammad (May Allah honour Him and grant Him peace) did that. When reaching Al-Masjid Al-Haram (the Sacred Mosque in Makkah), it is an act of the Sunnah for him to precede with his right foot and say: "Bismillaah, Allaahumma Salli 'Alaa Muhammad, Allaahumma Ighfirli waftahli Abwaaba Rahmatik”In the name of Allah, may the peace and blessings of Allah be upon the Prophet of Allah, I seek refuge with Allah, the Supreme, and with His Noble Face and His Eternal Authority from the accursed Satan. O Allah, open the doors of Your Mercy to me. This is to be said when entering any other Masjid (mosque) because there is no specific remembrance authentically reported from the Prophet Muhammad (May Allah honour Him and grant Him peace) to be confined to Al-Masjid Al-Haram (the Sacred Mosque in Makkah) exclusively. 
The Muhrim must avoid nine prohibited things that the scholars have explained. They are:
1. Avoiding cutting the hair,
2. Avoiding cutting nails,
3. Avoiding perfume for smell purpose like soap, tissue papers, dress and body etc. A muhrim is not prohibited with natural smells coming from Rice, food, tea etc.
4. Avoiding wearing a garment with a seam in it (i.e., sewn to fit the members of the body),
5. Avoiding covering of head this does not include umbrella, bus and car tops etc,
6. Avoiding killing game animals,
7. Avoiding sexual intercourse,
8. Avoiding marriage,
9. Avoiding touching women with lust.
The Muhrim has been prohibited from all these things until he removes his Ihram. In the first stage of removing the Ihram, all of these prohibited things become allowed except for sexual intercourse. Then, when he completes the second stage (of removing Ihram), sexual intercourse becomes lawful for him. Shaykh `Abdul-`Azeez Bin Baz, Fatawa Islamiyah Darussalam Vol:4 page no. 133 
Note: All these prohibitions apply equally to men and women alike if it is done intentionally.
Some pilgrims bypass the designated Station of lhram called Meeqat on their route without either being in ihram or entering into ihram there, proceeding until they reach Jeddah or some other place within the precincts of the Stations, at which they enter into ihram. This is against the command of Allah's Messenger (May Allah honour Him and grant Him peace), which stipulates that every pilgrim should enter into ihram at the Station of ihram which lies on his route.
If this happens to someone, he must either go back to the Station of ihram lying on his route and there enter into ihram, or he must make expiation by sacrificing a sheep in Makkah and feeding all its meat to the poor.
This applies to all pilgrims regardless of whether one passes the Station of ihram by air, by sea or by land.
If one did not pass through one of the five designated Stations of lhram called Meeqat, he should enter into ihram at a point which is nearest to the Station of ihram on his route.