We've taken a look at the essentials (footwear, sleeping bag, rain gear, backpack), now let's look at the things that are helpful to have, but not absolutely required. You won't die without these, and they'll start to weigh a bit when they add up. Don't expect to carry all of these, you'll figure out what you want as you go, just make sure you have the gear from the list of essentials (What to Bring - Part 1). Some of these are things I wouldn't even bother carrying myself, but other people seem to. When most people make lists of things they suggest packing, these are the things that always change, but somehow end up near the tops of lists.
Whatever you bring, NEVER pack anything glass. NO GLASS. No glass jars, no glass bottles. Glass breaks. Your backpack is probably going to get beaten up along the way: throwing it over fences to climb them, using it as a seat to sit on, banging into trees in the woods. You don't want to reach into your pack and pull out a shredded, bloody hand.
Road Atlas/Map - A way to figure out where you are, where you're going, and how to get there (Rail maps/timetables, a rail atlas, or CCG help if you're planning on hopping trains). Not life-or-death because even when you're in the middle of nowhere, you're probably not going to be lost; you'll be on high-traffic roads, or following railroad tracks. You can look at maps in gas stations to find a route, or change route if you don't have a map/atlas. Definitely a very important thing to have while traveling, but you aren't likely to die without one.
Water Bottle/Canteen - Staying hydrated is important. You definitely don't want to die of thirst. If you don't feel like buying anything fancy, you can always get a gallon jug of juice (the sturdy jugs with threaded caps that some orange juice comes in work great). Stainless steel water bottles are great to boil water in with a small campfire/camp stove; boiling kills bacteria in any water you have to get from streams etc., and makes coffee/tea/etc an option. Wide mouthed plastic containers like Nalgenes are really good to have in the winter; the wider mouth is less likely to be blocked by ice, plastic insulates better and won't shatter as easily. A way to carry water should probably have been on the essentials list, but it's easy enough to improvise (I've used powerade bottles, soda bottles, gallon juice jugs, etc. a lot), that I didn't feel like cluttering that list up.
Plastic Bags - Grocery bags are great for keeping things like clothes, food, etc. together inside your pack. Overall, you want to compartmentalize your gear with these; that way, if water gets inside your pack or something inside leaks, not everything gets soaked. They don't take up much space or weight, they're free, and have plenty of uses. Large black garbage bags were mentioned in the basic list with rain gear, and if possible, heavy duty contractor bags are best. If you have a top-loading pack, you can line the inside with one to make it more water-proof. You can cover your stuff with one to protect it from rain. You can use one as an improvised poncho in the rain. If it comes to it, you can improvise a shelter with a few. Zip-lock baggies are a great way to protect cellphones, wallets, and other small items in the rain. They're great for food (obviously), seasonings, condiment packs from restaurants. The larger freezer bags are usefull for keeping dry foods in: like instant oatmeal, granola, rice. All of these things are relatively lightweight, and compress down to a small space.
Extra Clothes - Don't pack too many clothes. They weigh a lot, and if it comes to it, you can get more later. Aside from socks (very important), it's okay to bring a shirt or two. Bandanas can be useful sometimes, and don't weigh much or take up space. Pants are a bit heavy, I don't usually carry a second pair. You can always patch tears if you need to.
Sewing Kit - A needle and dental floss is usually all you'll need. The floss holds up a bit better than most sewing thread. Maybe a bit of material for patches: bicycle innertube works well (and has other uses), leather works great but weighs a bit more, pretty much anything.
Hat - It'll keep your head warm in the winter, and it will keep the sun off in the summer. Broad brimmed hats are good for the summer, providing much needed shade for your face, and ears (really important in desert areas, plains, etc). Stocking caps are good for winter, and collapse down small. Your life won't necessarily depend on one, but they're very useful to have.
Food - You don't necessarily have to keep food on you while you move (it can attract animals in the wild, bears aren't something to mess with). You'll be able to stay to areas with grocery stores and gas stations if you choose to. On the other hand, you don't want to go hungry, or limit how far you can go from town. Pack all food together (see grocery bag/ziplock bag above) and if you're in the wilderness, store it away from where you sleep. When picking foods, aim for lightweight, non-perishable, dry goods. Instant oats, grits, instant mashed potatoes, granola, ramen, instant soup, jerky, dried fruits. Avoid things that take a while to cook, aim for things that can be eaten without cooking, or with just hot water (instant anything basically). Canned goods are too heavy; one or two cans can be okay; more than that and you'll start to feel it. You won't likely need to plan for more than 3 days away from civilization. Multivitamins are a good supplement to your diet, to keep you from getting scurvy or anything like that (take them out of the bottle and keep them in a ziplock bag to save space and weight). Condiments are great for making things taste better, grab some packets from the next fast food place, gas station, whatever. Hot sauces in particular are good to have (some, like sriracha, come in plastic bottles. Remember, no glass.)
Drinks - Water is obviously something to have at all times, for both drinking and cooking. Instant coffee makes any morning better (you can usually get free hot water from gas-stations that serve coffee), or regular ground coffee if you have a way to prepare it, or don't mind the grounds in your cup. Tea is good. If you're traveling in the summer, you can carry some of that powdered Gatorade to make up for all of the electrolytes your body loses from sweating. Just remember to keep your water bottle clean if you're drinking anything sweet; the sugar will start to cake up in the threading around the lid and mouth.
Knife and/or Multi-tool - Good for cutting rope/string, sticks, food. A way to protect yourself if you have to. Multi-tools are great for most utility purposes, fixed blades are good for camp and protection.
Fire - Lighters don't take up much space or weight. Whether you smoke or not, it's good to keep one in your pocket (an extra or two in your gear isn't bad either). It can really help to have a campfire sometimes (obviously that deserves it's own page, be careful). Camp stoves are useful too, and can be relatively lightweight these days. Fire is one of the most basic skills/tools we have as humans, there's no reason to not have at least a lighter. You can get packs of matches cheap or free at most stores. They won't work when wet, but unlike lighters, they work fine in the cold.
Cooking/Eating Gear - Get a spoon. Pretty much anything you can eat with a fork, you can eat with a spoon, or chopsticks (easy to make on the spot). If you don't want to carry one, you can just grab them from fast food places and some gas stations as you go. I've recently started carrying a travel mug, and I don't think I'll go without one again. You can drink out of it. You can use it as a bowl. Pour some instant oats and boiling water in for breakfast, right before/after coffee. You can also use the disposable coffee cups from gas stations for the same thing if you don't want to carry one. Cooking gear isn't usually necessary, but you can have some basic gear without much space or weight. Aluminum foil can be used for cooking pretty much anything that doesn't need a pot. The stainless steel water bottle listed above could count as part of your cook set (liquids only though). If all else fails, you can cook shish-kebobs over a camp fire with some sticks.
Toilet Paper/Paper towels - Like it or not, eventually you'll be in the woods and have to shit. Toilet paper can also make good tinder to start a fire, you can use paper towels to wipe down cooking/eating gear after use. I usually try to keep a ziplock with a yard or two of t.p. in my pocket (you can just grab some from the next restroom stall you visit, same with paper towels). Just make sure to keep them dry, since you might need to use them for fire starting.
Cordage - Rope, clothesline, whatever. Good for tying up a tarp (Time to Sleep (Part 2)), lashing gear to a pack/frame, hanging food bags when camping, leash for a dog. You won't need a lot, you're not going mountaineering. Just grab one of those small 50' coils from the dollar store or walmart it'll last nearly forever. Bungee cords work fairly well for most purposes, and you'll find lots of them along the side of the roads.
Electronics - Cellphones (I use prepaids) are good for keeping in touch with friends and family, they can always call 911 in an emergency (even without minutes). If you can afford a smartphone, you'll have access to google maps (satellite view and street view to find spots to camp and hitch, can double as atlas/map category), music, videos; just find WiFi at a fast food place, library, etc to save minutes. If you get a free text app (I use google voice, it covers calls and texts for free), you'll be able to save a lot of minutes while around civilization. If you plan on hopping freight, some people carry radio scanners. They're supposedly great if you know how to use them; a way to find out which trains are going where, when they power up, and when the bull's been called on you. I have no clue how to use one, and haven't, but it might have made things easier. I carry a portable electric razor to trim the hair on my face/head. It helps to keep cool in the summer, and it's easier to get rides when I don't look like a feral mountain-man. Mine cost me $20 and is rechargable, the same store had $10 ones that ran on AA batteries. It's relatively lightweight, and I use it frequently enough to consider it worth having. Camera, digital or otherwise.
Hygiene - Toothbrush, toothpaste/powder, floss. You don't want your teeth to rot out. Soap is good to have for those times you have an opportunity to shower (truckstops, motels, friends). I usually keep first-aid things with this gear: bandages, neosporin, painkillers, rubber gloves (in case you're treating someone else), whatever you find appropriate. For females, you might want to add pads/tampons, etc.
Light - Eventually you're going to have to do something in the dark; whether it's setting up a tent/tarp, starting a campfire, looking through your gear, it helps to be able to see things. Flashlights, or better still, headlamps, are good to have around. You don't want anything big or heavy, like a Maglite; just get something small. If you can get one with a red setting, or red filter, that's even better. Red light won't mess up your night vision, and isn't quite as visible from far away.
Repair Gear - To fix things that break along the way it helps to have a few things. Duct tape will fix most things: holes in tarps, boots, some parts of your pack. You can also get it in narrower 1" wide rolls sometimes. It helps save space if you re-roll it around a straw or piece of cardboard. Zip-ties can help out sometimes. They don't weigh much, and you don't need to keep many on you if you carry them (a dozen or so will last long enough).
Sleeping Pad - Not really necessary unless it's cold out. They're sold at sporting goods stores, walmart, etc. No matter how warm your sleeping bag and clothing, if there's no insulation under you, you'll get cold fast. You can buy those cheap blue foam ones for about $5-10 usually. You can also use cardboard; just open a box up, cut/rip along one of the edges, and you'll usually get a 4-6 foot length of cardboard (this is what I tend to use). Those reflective, insulated windshield screens people use to keep their cars cool work well too, and and usually fold down relatively small; you can even find them laying along the side of the road every now and then.
I'll add to this list as I think of more, and as others are suggested. Feel free to suggest items and ask questions any time.
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