Both of the interviews I attended (ICO and Pacific) provided me with a folder full of information, a small notepad, and a pen. I'm not sure if that is the standard, but I would imagine that it is. If you happen to be of the female persuasion, bring a purse that will fit a pad of paper and a pen just in case. If you're a guy... put it in your pocket?
Chances are good that everything they say will be available on their website or some printed information that you will receive, so don't sweat it if you arrive empty handed.