I'll roll in there with a lot of random crap, workbench parts, ammo casings, and weapons and armor I really don't like. Oh, and Geoffry. You know Geoffry, right? the first Bark Scorpion in the game? Ring any bells? I take him with me everywhere. Even though he gets a little pissy when he wakes up. And for some strange, unfathomable reason, the securitrons won't let me bring him onto the Strip

In all seriousness, I'm bringing my chems, my Police Pistol, and some Spiked Knuckles. That neatly covers most of the bases and leaves plenty of room for loot and random crap.