Three essential items that I'll never forget to bring to my gym before a workout:
1) mp3 player - to keep me from getting bored of my workout routines, and to keep me up and energized.
2) grooming bag - can't live without my moisturizer and perfume.
3) comfy sneakers - i can't workout without proper shoes.
Here's a picture of me before heading off to the gym, I usually go to the one nearest my place, California Gym Asok branch, during the off peak hours round 8pm till midnight.