All I know is I've been picked to play a fighter and that there's a magic user, thief and cleric too. No inter-player discussion allowed before playing and we all teleport into the 1st room.

What's your preferred gear for delving into the depths ?

Rope.
Sunrod.
Caltrops, in case you need to slow/jam enemies in a narrow hallway.
Small jar of paint for marking doors/walls.
Rations that'll keep--waybread or somesuch.
Your chosen object for spiking doors.

A good old knock-kneed gnomish lanternbearer....though I imagine that isn't a possibility in your game.

I wish I could think of more, but I'm burnt out and ready for bed.  I'm sure someone will pick up my slack...

Torches. They're expendable so you can throw them to get a better look at something in the shadows or to get some strategic light onto the battlefield. If you need both hands to fight, consider using your first turn to throw your torch and use your move action to reposition and draw your weapon.

Sacks. Bags of holding if you can afford them. Usualy the Fighter ends up carrying the heavy stuff so you might as well put nice bags on your char sheet.

First aid. Just enough to fix up the Cleric.

Crowbar, sledgehammer, shovel, pick, soverign glue, pitons, and/or block and tackle. If you're in an ideas game these tools are the ones that you'll use again and again.

Water flask. Nothing too big. Even in a no-water environment you can get the Cleric to create water.

A WAY TO MAKE FIRE! Preferably, have a couple of ignition solutions.

Signet ring and a writing kit (paper, pen, ink, sealing wax). Why pretend to be an elf when for only a few GP you can pretend to be an elf prince?

Sling. Sure it's hobbity, but every once in a while you won't have anyone within smiting range. A sling has endless ammo (if you can find rocks) good range and is very light. Carry two if you suspect that you might encounter gender changing items.

50 belts. (3.x only.)

Bird in a cage. In case of leakage of some poisonous gas.

Any medical supplies available. I mean like healing potions etc.

Oil for lamps. More is better.

Gunpoweder if available.

Anything enhancing vision (magical or not).

Paper, cloth, lots of.

Stick or pole.

Daggers.

A 10' pole!

Wands of Cure Light Wounds.
Alchemists Fire.
Acid Flasks.

Quote from: One Horse TownA 10' pole!

Can't believe I didn't add that one.  Great I.C.E. supplement, too!

A spear is both a weapon and a pole/stick/lever.  Not the best weapon in the game but also a useful tool.  Ditto an axe and a knife.

A piece of chalk is handing for marking stuff.

Don't forget anti-undead items.  Holy water.  Garlic.  Mallet & stakes.

Multiple small items with continual light/flame cast on them.

Quote from: jrientsMultiple small items with continual light/flame cast on them.

Preferably lockets, as they're highly portable and can be turned off and on with ease.