Extra Power
If you use a laptop as a main dev box, keep a second power cord in your laptop bag. That way all you have to do to hit the road is unplug it and slip it into you laptop bag. I typically keep my laptop bag ready to go, so the only thing I need to add before I leave is the laptop itself and, sometimes, the wireless mouse.
Ubuntu CD
I carry one in my laptop bag and have one in my home desk. I’ve saved files being lossed many times by booting Ubuntu, mounting the drive, and copying them to a USB drive.
TDD.Net
I write unit tests, and strive to use TDD all of the time. Running tests and getting the results is important. I find the Visual Studio test runner to be too slow. TestDriven.Net is my favorite test runner and VS add-in.