Assuming you'll be underground for a long time, with maybe not always being able to rest well, and also meeting many creatures with resistances to magic etc., bring tons of alchemical goodness: acids, greek fire etc. etc. and naturally healing potions, scrolls etc.
Assuming it may take some time before you meet some place where you can 'cash in' your loot, stuff like bags of holding etc. may also be handy.
If you need to appease the locals, bring gifts. Depending upon your DM / world, find out what manner of goodies are rare and desireable in the underdark, but maybe very common aboveground. Bring tons of it along in your portable hole...