You can't anticipate every need, but keep these in your bag, and you'll be ready for almost everything.

Pre-registration forms
Health insurance card
Cash and credit cards
Watch (with a second hand to time contractions)
Massage lotion
Lollipops or lozenges
Lip balm
Your favorite pillow
Robe
Nightgown(s)
Light sweater or bed jacket
Slippers
Nursing bra
Breast pads or shields
Underwear (3 pair)
Socks (3 pair)
Sanitary pads
Toothbrush
Toothpaste
Soap
Moisturizer
Body lotion
Deodorant
Shampoo & conditioner
Hairbrush
Hairdryer
Makeup
MP3 or CD player and favorite songs
Magazines
Books
Snacks
Water
Camcorder
Disposable or instant camera
Film
Batteries
Contacts list
Pen
Travel clothes and shoes
Coat or sweater
Shopping bag (for gifts)
Baby's Take-Me-Home outfit