Here's whats in MY gym bag....First and foremost?
BodyBugg
I've been using the BodyBugg now for about a year and a half, and it makes reaching your fitness goals THAT much easier. Its easy to use, but can get a bit inconvenient as you have to wear it on your left arm all day during your days of measurement (or everyday if you're just beginning) and it doesn't exactly look "nice" with all outfits...also, in order for it to work, you have to purchase a membership on the Bodybugg website. BUT if your goals are as important to you, as mine are to me, you won't mind these things if they help you get to your end results. Basically, you wear this puppy on your arm all day and then at night you upload its measurements as well as log ALL food you've consumed, onto the BodyBugg website. From there it will tell you the difference between the calories you've consumed and the calories you've burned all day - and you can make SURE that you aren't eating more than you're burning off. As long as you're honest with the website and yourself when logging in your caloric intake, you will be well on your way to losing weight.
Other important additions...
Push-Up Bars
I can't tell you HOW much easier these babies have made my workouts! Doing a routine like P90X, you do a TON of push-ups, and it seriously begins to take a toll on your wrists. There are several brands, and if left up to me, you don't need anything expensive. The most important thing to keep in mind when purchasing these is that they have a non-slip bottom of some sort on the feet (there is nothing worse than not only having to exert energy on your push up, but also make sure that you're hands aren't slipping out from under your body!). You can get these at any sporting goods store, or even at Walmart/Target...where they are about $15. I make sure these are in my gym bag at all times or in my CAR so that I never forget them!
Weight-Lifting Gloves
These are a relatively new addition to my gym bag, and I'm really glad I started using them. I had originally thought that these types of gloves were only for those people lifting REALLY heavy weights - power lifting and stuff. I am no where NEAR lifting that heavy (and don't think I ever want to), but even lifting at my current weight I was noticing the toll the barbells were taking on my hands! These gloves not only slow the development of hard callouses from forming on your palms with routine weight training, but they make it a lot easier to hold the weights so you don't have to exert so much energy from your hands while trying to workout other areas of your body. There are a lot of different brands out there to choose from, but again - if left up to me, expensive ones aren't really necessary. I workout 6 days a week and my cheap "Go-Fit" brand gloves from Target ($15) are still in excellent shape, and its been about 6 months since I added them to my bag. Also, I suggest, at least with the Go-Fit brand, that you purchase a bit small as they stretch out after use. I bought the Small size, and thought I made a mistake since they were quite tight on my hands at first, but now they fit great and I think if I would have gone bigger, they'd be too big now.
Blender Bottle
THIS bottle is AWESOME! Before I go to the gym, I put a serving of protein/recovery drink mix into it and can EASILY mix water to it for consumption after my workout (its also great for blending pancake mix in the morning - but that is besides the point). I have tried using plain cups or water bottles and always seem to have clumps of shake I can't get rid of and have to just chug down....not with this! I have two of these in my kitchen and it makes it easier to alternate and not have to wash it out after every single use (lazy? perhaps) - as I'm sure you've figured out how quickly your protein shake cup will begin to smell if you don't wash it ASAP. It also comes in handy when you've forgotten your water bottle - as the width of it isn't too big to big to fit into the machine cup holders. You can get these at any sporting goods store or supplement store - unfortunately I haven't seen Walmart/Target/Grocery Stores carry this product - but I got mine at The Vitamin Shoppe for $10. This is a DEFINITE necessity to any gym bag...