Mine will vary depending on whether it's a strolling, parlor, or hypnosis oriented gig.
For parlor, the only "Extra" things I bring are -
Handkerchief - Though I rarely sweat much on stage, never hurts to be prepared.
Two tables, one holds my prop case, one I do "work" on. Cloths for both tables.
I write my set list on a sheet of glossy "whiteboard" paper. Before I leave, this allows me to double-check I have everything. During set up, it allows me to organize the props so I can get to them efficiently. For the show, I put the sheet on the inside of the lid of my prop case, so only I can see it. That gives me a reminder if I need it, but it also just calms my OCD down. Also a good place to hid a crib sheet, if you ever need one.
Water bottle - I have at least one which I will not touch until the show. Sometimes I get horrible dry mouth.
For strolling -
I'll write out my routines on the dry-erase paper and keep that in my notebook for a reminder if I need it. I generally divide the gig in to sections and will do certain routines for each section. That allows me to have a variety of material without bogging down my pockets.
I'll keep at least one "showpiece" routine in the bag in case I feel the need to impress anyone extra-special.
For hypno gigs -
For these I just have either a set list (for a stand up show) or essentially a list of routines I can do to jog my memory in case I feel I'm doing the same routines for everyone.
Extra water bottles. All the talking involved usually dries out my throat and a lot of times if it's a strolling gig I have to talk over music and such which makes it even worse.
I think a lot of the "Extra" stuff you end up taking to a gig will develop as you get more performances under your belt. I know folks who take beta blockers before gigs because they get terrible stage fright. An aerialist friend takes one shot of whiskey 45 minutes before she's to go on to calm her nerves (never any more than that, though). Another sideshow guy I know brings his rats with him to performances. They're not part of the show, but they serve as a kind of service/comfort animal. Everyone develops their own routines for doing their best shows.