In my GENERIC DM's Bag I have:
- Dice - I've forgotten these and then borrowed a players dice and blamed them for lucky monster successes.
- Munchies - gotta keep the DM awake somehow.
- Grid Paper - for drawing off the cuff maps when you're too lazy to
- Note Paper - for writing secret notes when you're too lazy to take the player out of the room.
- Adventure - yes once or twice I've forgotten to pack this, with hilarious consequences.
- Character Sheets - Some players don't like giving back their characters at the end of the night, but I find it makes it easier to cope I have to NPC a player's character in their stead when they can't make it to a session.
- Pens, Pencils and Markers - At my regular Friday night game we have a box of club resources such as dice and stationery. We also use club battle mats (kitchen lino) so OHP pens come in handy for drawing walls and doors etc.
- Beverage - My beverage of choice is mineral water. It doesn't exacerabate the sugar rush of the munchies and keeps me alert and hydrated.