[Mark Hamilton]

Well the basics are pretty well covered already, but here's some items you might overlook:
Bolts/screws/shoulder bolts. Decide on standardized heads and threadcounts ( I suggest hex heads). Get lots of extra tools and taps for these. Get a parts bin and carry lots of extras. A good assortment of washers and lock washers will come in handy. Don't use permanent loc-tite.

Scrap plywood, aluminum, caster wheels, etc. for prototyping. Being able to throw togethor a prototype for something before you start building it/CAD'ing it will be a life saver. Our robots normally start out as pecies of plywood clamped to a furniture dolly.

A real drill press. At the very least get a decent corded drill. Cordless drills are nice for last minute details, but do not expect to make anything square with them.

Finally, don't forget safety goggles and shop rags.