Below is a list of useful things that adventurers should probably consider having. This is a continual work in progress. When posting something of value, please list all the normal statistics of the item or items in question, including its cost, and then the reasons for why it is useful for characters to have.
Table of Contents
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Basic Adventuring Package
Cost: 19 gp, 7 sp, 2 cp.
Description: This is a basic starting package for characters. It includes most things that an adventurer will need to keep going for a few days in the wild, without having to resort to hunting or scavenging. Light sources are not included, since many races do not need them, or only require minimal light. If you do not have darkvision (or just low-light vision if you intend to stay aboveground), then you probably will want to invest in some lanterns or torches.
Basic Utility Belt
Belt of Hidden Pouches (Races of the Wild; 5,000 GP):
This little beauty contains 10 pockets which function as mini bags of holding. Now the 10 pockets can only hold up to 1/2 cubic space or 5 pounds and no object larger than 6 inches but every item inside weighs 1/10th the original. Hidden behind each pocket are two additional pockets (which function as the original 10) and can only be accessed by a secret command word (I suggest a word in Druidic, because who really knows Druidic?). With it never wearing you down (it's max weight would ever be 15 pounds), this is the foundation of your utility belt.
Healing Belt (Magic Item Compendium; 750GP):
Combine this with your Belt of Hidden Pouches for 1125GP, and get yourself three heals per day!
Defensive
Amazing Lock (Players Handbook; 150 GP):
Few individuals in a fantasy realm can make an open lock check of 40.
Dust of Appearance (Dungeon Masters Guide; 1,800 GP):
Destroys blur, displacement and other visual effects for 5 minutes upon thrown. When visibility is important.
Glitter Stone (Magic Item Compendium; 450 GP):
When thrown up to 10ft. destroys invisibility or hide checks upon burst within 10 ft. When visibility is sort of important.
Golembane Scarab (Dungeon Masters Guide; 2,500 GP):
Detect Golems within 60’ and bypass their damage reduction. You know what Barons love even more than dogs? Golems. And being able to detect them within 60ft. and bypass their damage reduction can make the difference between a happy or sad ending.
Insectbane Candle (Arms and Equipment; 1 SP):
For 1 silver piece no vermin will approach you within 5ft. for an hour. Hello underdark!
Marbles (Arms and Equipment; 2 SP):
The destroyer of Frenzied Beserkers everywhere. Forcing a balance check of 15, this can topple near every medium-sized foe you encounter (because seriously, who puts points in balance?).
Masterwork Manacles (Players Handbook; 50 GP):
Forcing a strength check of 28 and an escape artist check of 35, few will be escaping these bonds, especially when used in conjunction with an amazing lock (as mentioned above).
Powder of the Black Viel (Complete Adventurer; 750 GP):
Creates a blinding cloud effect for 1d4 rounds in a 10 by 10 cube, just like the magicians do!
Silver Holy Symbol (Players Handbook: 25 GP):
Can repel nasties and if it comes down to it can be sharpened or melted down into weapon form for werewolf hunting.
Slashing Sand (Sandstorm; 2,000 GP):
Creates a spike stone effect over 200 sq. feet for 5 hours, for when you really want to cover an exit.
Digestible
Everlasting Rations (Magic Item Compendium; 350 GP):
Contains enough rations for a single individual which spawn every new day.
Frenzy Water (Arms and Equipment; 15 GP):
Ever needed to make an NPC look like an ass during a social engagement, well here's your golden ticket. Losing a fortitude save of 15, the individual flies into a rage.
Garlic (Arms and Equipment; 1 cp):
For 1 copper piece you can hold off every vampire in town.
Healing Salve (Magic Item Compendium; 2,250 GP):
Within 10 applications one can cure them self in increments of 1d8 up to 3d8.
Holy Water (Players Handbook; 25 GP):
While a measly 2d4 damage to an evil outsider or evil may not send them fleeing, but if you can trick them into drinking this be it through charm or a challenge to drinking game well then you have presented enough time to escape.
Keoghtom’s Ointment (Dungeon Masters Guide; 4,000 GP):
5 uses of Neutralize Poison, Remove Disease, or Cure Light Wounds.
Sausage (Arms and Equipment; 1 GP):
You know what Baron's like to own? Dogs. You know what dogs like? This. Pepper it with some Oil of Taggit (mentioned later) and you've dissolved a possible bloody affair and alert system.
Trail Bar (Complete Scoundrel; 1 GP):
Provides 24 hours of nourishment.
Offensive
50 Explosive Shurikens (18,310 GP):
If you can't find a useful reason for an explosion then you frankly aren't playing the right game.
Acid (Players Handbook; 10 GP):
While it can be used for a weapon, it's main beauty is burning through locks and other objects.
Alchemist’s Spark (Ebberon Campaign Setting; 25 GP):
When thrown up to 10ft. it produces 1d6 electricity damage. If you can swing it by your DM and set it up, you can potentially take out an entire group of mooks by throwing this when they are in some water.
Blast Disk (Magic Item Compendium; 900 GP):
These 'mines' can be set to explode for 5d6 fire damage by timer or proximity. Diversion, trap or a way to cover an exit these can come in handy.
Blight Stone (Magic Item Compendium; 300 GP):
Explodes in a 10ft. radius dealing 5d6 to all plants & plant creatures.
Daylight Pellet (Magic Item Compendium; 150 GP):
Creates a daylight effect up to 50ft. upon burst for 10 rounds. May prove to be useful during a trek through the underdark.
Dust of Disturbance (Races of Ebberon; 4,500 GP):
Creatures within a 10ft. area will be unable to gain restful sleep, regain spells and become fatigued then exhausted following exposure. In any game featuring a wizard duel or competition this can help push the advantage towards you if you're subtle enough when using it.
Metalline Dagger (Magic Item Compendium; 8,301 GP):
The all-purpose knife able to switch from adamantine, cold iron, silver and back to simple metal.
Oil of Taggit (Players Handbook; 90 GP):
A simple enough indigestible poison that carries a secondary effect of unconsciousness following a fort DC of 15.
Sovereign Glue (Dungeon Masters Guide; 2,400 GP):
An Impossible to break glue covering 1 square foot.
Sun Flash Pellet (Underdark; 6,000):
Creates a sunburst effect upon burst. Vampires, fucking everywhere these days…
Tanglefoot Bag (Players Handbook; 50 GP):
When thrown up to 10ft. it sticks a creature to the floor for 2d4 rounds. For some simple battlefield control this works.
Tangle Patch (Magic Item Compendium; 200 GP):
When thrown up to 50ft. it’s burst creates an entangle effect for 5 rounds. For some better battlefield control this works.
Thunderstone (Players Handbook; 30 GP):
When thrown up to 20ft. it creates a thunderous bang forcing all within a 10 ft. radius to possibly be deafened for an hour. Mooks can't follow orders if they can't hear orders.
Potions
Potion of Fly (Players Handbook; 750GP)
It gives you Wiiiings-okay it doesnt, but really. Consider how cheap this item is and the fact that it can be used by ANY character. Now, it doesnt last long, but its more than enough for a key encounter or obstacle. There's really no reason to own one.
Elixirs (Hiding, Sneaking, Swimming, Vision) (Players Handbook; 250GP)
These items are tricky because they aren't listed in your SRD with normal potions, but instead as wonderous items. For a mere 250gp you can get a +10 bonus on Hide, Move Silently, Swim, or Search checks for 1 Hour. Talk with mechanics operators, it may be reasonable to sell certain other skill potions for similar prices.
Utility
Bolt Cutters (Arms and Equipment; 6 GP):
Dealing 15 damage to any metal bars as thick as 1 inch these are a lot more subtle then your friendly barbarian smashing a jail window or city grate.
Camouflage Paint (Magic Item Compendium; 1,500 GP):
Up to 5 times this jar can add a little something to aid the party commando, +5 to hiding for a while.
Clearwater Tablet (Complete Scoundrel; 1 GP):
Purifies 1 gallon of water, removing poisons, diseases or any other toxins.
Dust of Dryness (Dungeon Masters Guide; 850 GP):
Absorbs 100 gallons of water into a pellet then releases it upon burst. Going off the Decanter of Endless Water, bursting this pellet would unleash the equivalent of 3 geyser effects at once.
Forger’s Paper (Complete Scoundrel; 10 GP):
Turning transparent to allow the tracing of documents & signatures, this a handy little item when needed.
Heartfire (Races of Stone; 10 GP):
Twelve cubes that when wet give off no heat but 20ft. of light and 20ft. of additional shadow illumination for 24 hours and can be reused by drying off the cube. These are what torches want to be…
Papyrus of Deception (Complete Adventurer; 2,000 GP): This is for when you really need to get a job done. Not only does it format it self to replicate the purposed document but is also reusable.
Inquisitive's Kit (Ebberon Campaign Setting; 300 GP):
Clocking in at 4 pounds this pack contains glass, wood and metal containers of different shapes, silk gloves, brushes, tweezers and probes, a magnifying lens, ink and quills, chalk and charcoal, parchment sheets and a small journal. This is essentially the Batman component of any utility belt.
Metal Tongs (Arms and Equipment; 3 GP):
When you don't want to touch something.
Quall’s Feather Token-Anchor (Dungeon Masters Guide; 50 GP):
Rendering a floating vessel immobile for 1 day, this item can give you a 24 hour window of time while out at sea should something arise as well as ending a sea ship battle should you get this onto the enemies vessel.
Quall’s Feather Token-Tree (Dungeon Masters Guide; 100 GP):
Creates a 60’ tall oak tree. I don't think I should need to you sell you. Ever been playing and suddenly think a 60' tree could aid the situation? Yeah me too, every session no less.
Small Magnet (Arms and Equipment Guide; 10 GP):
Attracts metallic objects of 3 pounds or less.
Sunrod (Players Handbook; 2 GP):
When struck it gives off 30 ft. of light and another 30 ft. of shadow illumination that lasts for 6 hours. The fantasy equivalent of a flare.
Tindertwig (Players Handbook; 1 GP):
When scraped on its chemical end it ignites. The fantasy equivalent of a match.
Universal Solvent (Dungeon Masters Guide; 50 GP):
Wash away any adhesive.