Well, normally a director doesn't oversee those types of things, a producer does, but I can see what your getting at.
Proper lighting equipment-Gels to color balance, black wrap, cloth for windows, enough lights for the whole scene not just the actors, sand bags, clothes pins (C-47s), spring clamps, bounce cards, flags. Most people think "I brought some lights, we're good to go." No. That's bad. You need to be able to control the lighting to pull of the good shot.
Proper Audio equipment-I am not sure what would go here but I know one of the first things that suffers in indie films is audio. Get that together.
These are usually the first two things that are "forgotten" when it comes to production. Then there are other things:
A shot list
Story boards (Yes they are different)
Contact list-Complete with everyone's cell numbers, and contact of person who is in charge of where your shooting
If it is a big location-some kind of walkie-talkies
Schedule of the day
Call times list
Where to Park and how much it will cost
Place for people to stay/eat/break
An AD (These guys are worth their weight in gold if you have a good one.)
Pens-Sharpies
Gaff Tape
Leatherman or Gerber tool
Flashlights
Extra random batteries
Extension cords
More then one vehicle
Masking tape
Extra water/gatorade in cooler
Menu of place where the meal is coming from
Location of power source at shoot location
Video assist-i can't stress how important this is on the shoot
Maps of the surrounding area-in detail
That's really all the comes to my head at this particular moment. Most of the time these kind of stuff can be avoided. Talk to your DP ahead of time and figure out what kind of shots he wants for what scene. Then talk to the gaffer and give him the info. Better yet, all three of you sit down and talk about what is needed where. Include the audio guy so he can figure out the best way to record for what scene. It's all about communication. Feel free to give the PA's some responsibility as well. Give them a list of things that you may need for the shoot. Check and double check everything. I hope this helps.