On the one hand, you need to bring everything you can, because it's gonna be real expensive to get on the other end. On the other, you pay for every pound, so it needs to be as light as possible. So you have to be efficient and thoughtful about what you bring.
And in the end, you usually have to cheat. Sort of like those cobbled-together plastic-and-duct-tape adapters that saved Apollo 13.
For example, I have an alarm clock that plugs into my iPod. But it's pretty big and heavy, so instead I'm going to use the iPod's built-in alarm feature and a little tiny portable speaker.
So now everything I need is on my Saturn V. I have my oxygen (computer gear) and my hydrogen (clothes). I have my CO2 scrubbers (toiletries) and my radios (access point, Bluetooth headset). I even have reentry batteries and a surge tank and parachutes and pyro batteries—my US phone and its charger—to make sure I have a soft landing and swift recovery.
So now there's nothing to do but wait for them to light the explosives under my feet.
T minus 4 hours and counting.