I echo nmno -
Bring a nice binder (I have a leather one, too, and carry it in my briefcase) with a notepad, pen, personal planner (in case they ask when you are available, etc), and extra resumes/references (always at least three). Sometimes I bring a copy of my cover letter to remind myself what I said. Bring a copy of the job posting if you can - this way you can be sure that the start/end/performance date(s) are consistent, that the salary is as advertised, and you can remind yourself of contact names. Also, bring a list of questions. Here are a few to include: what is the company policy/procedure on expense reimbursements? who will be your direct supervisor? who will be your running crew and assistants (be sure you're not alone!)? If it's an away gig - will you get housing & how will your transportation be arranged? I have occasionally (but rarely) had people ask me to bring a sample call book. I guess they just wanted to see that I was tidy and professional and not a complete mess.
You should look into companies before you work with them. This is true for a variety of reasons: You can learn in general what kind of company they are (elegant and polished, or experimental and low-budget), learn who works with them, and hopefully learn whether they are good at paying their employees well and on time. Plus, you'll look very savvy when you are familiar with the directors, designers, and performers who have worked with the company in the past. In addition, I like to know how the company heard of me (if they contacted me for the job) - this gives a good starting point for interviews.
I do take have a little more fun in my attire when interviewing for a theatrical job (as opposed to, say, a cubicle job). We are lucky to work in a creative field. So a bold piece of jewelry, or a little more color in your clothes, or funky shoes can be acceptable. But you must still be completely professional! Wacky hair color, tank tops, jeans, perfume, or backstage paint clothes are not appropriate. When in doubt, dress like a banker; It's better to be overdressed.
Gosh, I've gone on. Congratulations on your interview, Jennifer! Good luck!