Sony ICD-P520 Voice recorder - just the right size, long battery life, easy to use. This is especially great for long car trips.
Sony 16GB Microvault USB key - this has portable versions of several important apps including wikidpad with my personal wiki and a bunch of back ups that I like to have with me.
TrueCrypt - open source encryption software. I run it from the USB key and have an encrypted partition on the same drive, so my portable data is all strongly encrypted in case I lose the drive.
Stack of used printer paper that has one side blank - I can just grab a sheet for quick drawings or jottings.
Stack of letter-sized writing pads, a few different pens (I like the Zebra "Eco" gel pen), and some highlighters.