Good evening,
I have landed several times at Saanen. Fun place, beautiful area.
For customs you need to fill in a form. You can do that via the website (Zollformalitäten). But there never were any guys from customs waiting for me. But don't forget to fill in the form or you will risk a fine.
The field is PPR, but when you telephone, you might be told that no one will be around when you are landing (or taking off). I have always found that a bit strange, to land at a deserted airfield. But the operator will keep an eye out, I think they have a radio at their home as well.
Don't forget, landing in Saanen is not easy. My first time was with a Swiss instructor which I recommend strongly. I simply asked a swiss instructor to join me for four days and tell me everything there was to know about flying in the Alps. I would say that if you haven't done any flying in the Alps before I would urge you not to go there but train with a Swiss before.
If you want to take things easy, then fly to Bern and rent a car.
I usually arrive via Bern and Thun. Then I start following the valley to Saanen. Sometimes when it is clouded around Bern I make a small detour heading for Lake Geneva and approach Saanen from that direction.
One thing you need to now about Saanen is the approach to RW08. There is a big hill right in front of the runway, so the approach must be quite steep. If you are taking off from RW26 you will have to deal with the same hill. When you have a strong headwind this will mean that you may encounter strong downdrafts on takeoff, not good when you are heading for the hill. So what you do when taking off from RW 26 is to make a shallow right turn just after takeoff while climbing.
In summertime there are a lot of gliders to watch out for!
If there are other items I can think of I will let you know. There is a nice video on youtube for a landing at RW26, search for: AIAR flight approaching Gstaad landing Saanen 19.09.10
Have fun.
Martin