Like Brad (Zihr) said, meals are provided! But it never hurts to bring some drinks or snacks of your own between meals if you like. It can be a pretty physically active weekend so I always like to have stuff between mods (water is always provided!)
Most sites will have bunks with some sort of plastic mattress, but you will want your own bedding (pillows, blankets, etc.)
Some sites will have showers (wisconsin site and castle event for sure), so I always have a bag with soap and a towel and whatnot with me, as well as my toothbrush, etc.
A good couple changes of under-costume & bedtime clothes, especially socks. Its no fun to run around in wet socks all weekend if its particularly hot or rainy.
All your game items or course, any weapons or armor you plan on bringing, and any costuming you might have.
Those are my suggestions!
~Zach S. (Elros)