Don't forget your shirt!
A few years ago, I went to my first interview, which happened to be at Duke. I woke up that morning, and I had everything... but a shirt! Since no stores were open yet (and I had no car), and my interview time was rapidly approaching, I offered a guy at the hotel's front desk $100 for his shirt. He laughed, so I ended up bribing the hotel's shuttle driver to take me to any store that might be open. I got a shirt, and it made for a great story during my interview. My interviewers both thought it was funny, and it turned out to be a good icebreaker.
Moral of the story -- doublecheck what you pack! Don't forget to bring the basic things that you'll need.
Cheers,
doepug