A basic toolkit: Screwdrivers, pliers, adjustable spanner, soldering iron, sewing kit, assortment of adhesive tapes, ultimatebootcd, head torch, allen keys, multimeter, WD40, radiator key, RJ45 crimper, cable ties, socket set, oscilloscope, vernier callipers, electron microscope - that sort of thing.
It's the sort of thing only engineering students think of, yet the first week in any student accommodation will be full of all sorts of molishing and fettling tasks, from putting together Ikea chairs to getting PCs speaking to the network. Fixing loose shelves blu-tacked in back place by your room's previous resident (who presumably studied literature or history or something, where you actually read books) and making your radiator actually work can greatly improve the level of comfort. DAHIKT.
4-way plug boards. The n+1 rule applies. If in halls, cunning ruses to camouflage them may be required.
Nothing that appears on the prohibited items list (though see above). That includes ornamental candles that are a present for your gran. (Again, DAHIKT.)
Condoms. Someone will need them.
Be prepared to take a load of redundant cooking equipment home immediately. You can't predict what the other housemates will have until you get there.
Bicycle. I really wish I'd had one of these.