a lighting gel book- on my last show, during a daytime rehearsal after a preview that was mostly acting stuff, the lighting designer asked the board op if he had a gel book, I said I did, produced it, and he proceeded to make the afternoon interesting to him by working on his color picks for his next show.
I'm not sure if anyone's said this already...tampons. Your female cast members will be very grateful.
Emergen-C packets. I like them. I noticed my actors bring them in a lot, and they're fairly cheap by the packet at the Whole Foods. This helps to keep folks healthy in the cold/flu season.
Other stuff I find really useful: a set of small screwdrivers, a 2 prong to 3 prong electrical adaptor, a power strip(as one who likes to have the laptop in rehearsal), and a hot glue gun.