It varies with each rotation, but generally:
1) Pens. Lots. Residents eat pens.
2) Paper -- I have a small notebook
3) Stethoscope
4) Clipboard -- I don't use one, but many do
5) Collapsible queens reflex hammer -- got it on amazon; only carry for medicine-ish rotations
6) 512 hx tuning fork -- nice for hearing, weber/rinne, vibration sensation
7) Cotton swabs on wood sticks -- great for packing stuff, poking stuff, break it for sharp/dull/light touch sensation
8) Trauma shears -- about 7 bucks on amazon, cut through anything
9) tongue depressors
10) tape measure -- great for making your 'objective' exams actually objective
11) camera phone -- for rashes, etc
12) Watch with a second hand -- not many clocks in easy view at my hospital
Those are my mainstays. Also carry extra whatever is needed a lot on that clerkship. If I ever learned how to use an ophthalmoscope I might carry a small one with me, but as it is I suck at using it so it gets no pocket space.