I'm still pretty new to this, but I keep a toolbox in my truck with:
GPS (Garmin Vista)
Extra Batteries
A little book for logging my finds
Stuff to put in caches (toy cars, etc.)
pen
plastic bags (ziploc)
Benadryl and some anti-itch cream (I'm REALLY alergic to fire ants)
I grab what I think I'll need before I go. In the truck I've also got a first-aid kit, flashlights, duct-tape, tools.
I've taken to printing five or six potential cache-visits that I put in one of those clipboards with the paper-compartment when you open it. Then when I go to one, I put it on the clipboard. Probably not the best way to do things (my PDA got stolen), but it does work very nicely. I hate wasting that paper, but I make sure to use both sides.
I haven't gone on any caches that are more than a mile walk, so I've certainly still got some learning to do as well.