Below is a list of things that I would consider bringing to a LAN:
Layers: given the choice between warm or cold...I will set the temp COLD. Main reason: PC's overheat, so the best experience would be a cold one. Other Reason: it's easier to layer up than layer down.
Pillow & Blanket: We will not have designated sleeping areas, but you're more than welcome to find a corner/ space under your desk to nap.
Nintendo DS: I know that some people, myself included, will have DS on them. Bring them and we'll see what happens.
Change of clothes: Good idea for any multi day event and we will have a bathroom to change in.
Snacks & Beverages: We will supply one meal a day, have snacks for sale, and have generic soda, bottled water, and Bawls for sale, but if you want anything other than that.....bring it!