Okay, how about what NOT to bring:
-- all the dice you own. I'm often guilty of this, but don't take more than one or two complete sets. Just like encumberance, every ounce counts when you spend that much time on your feet.
-- all the books you own. Think very carefully about what books you bring with you. Many games will provide all the supplies you need. I'm playing in the D&D open and I'm seriously thinking about not even taking my PHB.
-- anything that could even remotely be considered a weapon. (mental note -- take pocket knife off key ring)
-- miniatures. Unless you're playing in a MageKnight or 40K game or something like that, leave them at home.