First and foremost, try to standardize as much as possible, especially on the nuts and bolts (literally). Use organizer bins and stock up on what looks low. Having standard parts in stock is an easy way to encourage those standards to actually get used. Also buying in bulk often gets you a quantity discount, especially on small parts. Organization is key–know what you have, track how much you use each year, and you’ll have a better sense from year to year on where to stock up pre-season.
For example on bolts, standardize on a handful of bolt diameters (e.g. 8-32, 10-32, 1/4-20) and a variety of lengths from 3/8" or 1/2" through 3". Make sure you have several hundred nylock nuts of each standard bolt size.
Ditto on wire and connectors–standardize wherever possible (PowerPoles! PWMs!) and stock up on those things. Think about how many connectors a typical robot has, at least double that amount (or triple if you typically build two robots), and that’s how many you should keep in stock. Spools of zip cord of standard diameters (e.g. 18 AWG, 14 AWG, 12 AWG) are a good investment.
Bearings: definitely keep a good standard stock of the common bearings you use (e.g. 3/8", 1/2", 1/2" hex, thunderhex). Some of these often go out of stock on the supplier side during a season, and you don’t want to be in a position you can’t get what you need to finish building.
Gearboxes: a variety of planetary ones (either Versa or Ultra) are nice to keep in stock for prototyping, even if you go custom on the final robot. It’s generally not necessary to stock up heavily on motors, but having enough on hand to prototype with is good. Motor controllers generally go beyond “consumables” but again, have enough on hand to at least prototype with.
Machine shop things: drill bits, taps come to mind first
Material: buy what you tend to use a lot of, what is sometimes hard to get during a season, and what you have space for. This depends on your team design approach (sheet metal? plate for gearboxes? tubing?). Some stuff is harder to find, like 1/16" 2x1 box tubing… it’s not used every year but if you have the space, keep a supply on hand. Hex/Thunderhex stock for sure (this is not unusual to go out of stock). The variously sized plastic hex spacers from Vex are great–we typically keep a ton of that in stock. Wood is great for prototyping but typically is easy to get at a local hardware store, so we don’t typically keep a lot in stock but rather go out and buy what’s needed.