Pencils (in folders at ALL times)
Percussion: Your own sticks, mallets, and bag
Winds:      Reeds (you shuold have extras with you EACH day)
Swabs
Brass:      Mouthpieces 
Valve Oil
Rehearsal music 
Handouts

Stands, tuners and metronomes for home practice are a great idea as 
well.

**Any other items you need to perform well in rehearsal each day.