I usually take:
my watter bottle - can't drive without watering myself constantly [ U]some money [/U]- to be able to buy watter when I'm going on a long rides
tissues - cause my nose always need special attention the minute I start riding
my cell phone - so I could call someone if I have flat tires or something like that (I can't help it but I don't like doing stuffs like ... and I had lucky so far and in the last 2 years I used my phone only when I wanted to share my enthusiasm with someone for conquering the hill or going over 60 km/h - can't hold that for my self, do I )
lip balm - I believe no extra explanation is required

I saved for my bike over a year and that is the reason I don't bring locks... well, my philosophy if you don't have any lock than you wouldn't leave it anywhere you can't see it so no one can stole it from you. It's much safer than to lock it and go anywhere for "only" 5 minutes and to found out later that a) any lock can be unlock
b) 5 minute is quite enough for doing so