It's nice to see people can carry on without me.
While Tanner does carry everything that's been listed so far (at least two of each, in fact), I don't. But, for some of the newbies, it should be pointed out these items are all personal preference, and based on what level they're working. I would think that someone starting out should, at the minimum, carry an extra shirt, pants, and whistle, as well as the rules for the level they're working. As they continue to progress, it will become apparent what else they might need.
One item that I carry that I didn't see mentioned was a court diagram. This can range from a copy of the court coverages out of the Official's manual, up to a magnetic board that has little magnets indicating officials and the ball. These can be very useful in pre-game to help go over areas of coverage and possible situations that may come up. It can also be used at half-time, or after the game, to go over specific plays.