Only been to York once (will be back this October. I like the canvas grocery bags to carry my goodies in. I hate to say it, but my GPS really made finding all the other events easy. I'll be sure to bring it again.
Like others have said, cash in all denominations is handy. I like bringing a list of items I want. I try to make several lists as I have a variety of interests (such as Marx, Lionel (pre, post, and MPC), Plasticville, and American Flyer) so I can grab an appropriate list as needed.
I bring a cheap camera to take pictures of everything I buy each day, just in case. I also bring a laptop so I can spend a bit of time each night checking the forums and eBay. (eBay is really low on bidders during York!) I can also watch a DVD if I like with it.
Just a few random things I bring,
J White