I perform Middle Eastern Dance
In my gig bag you'll find:

BIG safety pins, and a couple small ones (keeps the skirts and pants hidden under belt, keeps the belt centered)

wig tape (keeps wayward tops and sleeves in place)

zills

veil or two

dance shoes

bobby pins

lipstick, transluscent powder

tampons (hey, you asked)

an extra CD or two in case of malfunctions or different audience than I was expecting

extra batteries if it's a gig where I have to bring my CD player - these actually came in handy last weekend.

extra business cards

day-planner

small towel

a Power bar or snack if I'm doing several sets or gigs in a row.

bottle of water

I tend to bring my two Caboodles (geez, I dated myself with that!) to my gigs. One if for make-up/adornement, including jewelry and the other is all hair stuff. They are loaded with everything I need to get ready, so I know I have whatever emergency that might come up covered. I also keep these packed at all times, putting everything away as I take it off later. Then, if I ever get the call to dance on a moment's notice, I can grab my Caboodles and feel confident that I will at least look great! lol

Couple of thing that I have in there that might be a bit unusual: Toothpaste and travel toothbrush.
Travel-sized deodorant and baby powder.
Mini first-aid kit.
I always pick up at least a couple of chocolate bars and bottles of water beforehand, as well. This has saved many a Troupe-mate, and myself!, when dancing longer gigs when we sometimes dance three to four hours with just quick breaks. (You know how it is when the crowd wants to see more, you just can't stop dancing! :)) A quick drink of water and a couple of squares of Hershey's may be all it takes to get us through one more hour. I think it's purely psychological. ;)

Everyone in my Troupe carries copies of our music with them, that way we are always covered. A trick we learned from Tasma of Savannah Winds Troupe is to put our songs on separate CDs or tapes. This makes it super easy for the sound person. We hand them a stack of CDs and say, "Please play these in this order." and away we go! This also seems to help because they can then easily pause between dances until we are set for the next number. Simply wait to hit that play button.

Anywho, I hope someone got a helpful tip outta this! lol I know I'm going to start looking for some wig tape.

BB!
~Jeannie

I keep:

Zills
Makeup
Pen
small pad w/nice paper (about business card size) usefull for notes to self but also usefull if I need to give someone else info (I don't have business cards yet.
Face wipes (ponts or biore I think)
Travel size deoderant
Travel sized Aveda hair stuff to help control the curls
Travel size moisturizer with shimmer
safety Pins
Toupee tape
Little scissors
Needle and thread
Bobby pins (decorative and plain)
Some jewelry (stuff that'll fit most outfits)
cloth flowers
Lists of costume peices to remember for diff. outfits.
Listerine strips
Bindis
Hairband and hair net to keep hair out of face for makeup
Bindi glue and/or eyelash glue
Nail clipper and file
A couple little packets with a felt wipe w/nail polish remover
a bottle of clear nail polish (for nails and other emergencies
Travel size eyemakeup remover wipes.
sample pack of oral B brush ups
Vaseline
travel pack tissues
Baggie with: Ibuprophen, gasX, bandaids, vivarin, and claritin hives relief (I'm allergic to metals and dry cleaning)

Its in a wine colored fishing box then I carry costume pieces in a large tote or backpack.

Everyone has already covered most of it but, sometimes an extra mike cable, AA batteries (cause I always need them for something), a snack like Neefa said definately, hmm, ear plugs are often handy if you have to sit RIGHT NEXT TO a kit drum player as they are so LOUD. The minidisc player comes too very often. Drum tuning tool sometimes. And oh, this isn't quite a gig but if its an sca thing I usually bring the folding camp stool since armless chairs are kind of questionable.

I think everyone's probably covered this, but here's mine, just for fun:

My makeup is usually applied at home, so I only bring touchup items: lipstick and lip brush, transluscent powder, body glitter - otherwise I have a full stage makeup kit in a tackle box.
safety pins
needle and thread for emergency repairs
zills
mp3 player with my performance music (for listening and visualization of my choreography - helps calm and center)
Notebook/pen or PDA
business cards
baby powder
bottle of water
extra CDs in case one fails
dance shoes (in case flooring isn't good for bare feet)
clear nail polish
allergy meds
pocket pack of kleenex
hair tie
hair brush
Q-Tips (never leave home without 'em!!)

I think that's about it - like that's not enough! It seems like I pack for a week just to do a 20 minute show...

I have a couple of bags that I bring along. Most of the usual things have been listed. A few additional items are:

DrumDial (drum tuner, believe it or not)
miniature hammer (to pound out dents made by airline baggage handling, although I carry my main drum on the plane with me now)
leather cord, wire, thread, shoestrings
drum keys and allen wrenches
kazoo & nose flute

The most popular items to be used seem to be the sharpie, business cards, pda/laptop, water, and kazoo. The kazoo comes in handy when bagpipers are trying to tune and you want to "help".

I have a large milk crate that has various cables and conectors in it along with enough room for a small 16 channel soundboard, an effects box or two and an old tool case that holds at this point 9 microphones. Also a package or two of ear plugs( the nice orange foam ones that cut out 20db). Those are essential as my hearing picks up so many overtones that I often find it very hard to hear myself playing. But with the plugs in it cuts out all the other crap and I can actuallly hear me and everything else pretty clear which makes for a much better performance

We have a number of different bags for a number of different things.

Our electronic Gig Bag would include the standard cables connectors and such for when we do any mic'ing.

We also have a bag of toys (small music instruments) for when we are facilitating a group with drums, in that we have our Agogo's, Klave's, Singing bowl, Turkish Spoons, Wood Blocks, Shakers, Shakers, oh and of course Shakers.... LOL

Most of my drum bags have small pockets in them that I can keep specific stuff that would be associated with that instrument in there, such as Talcum powder for when your hands get to sweaty.

Talisen

Hey, cool tribe and interesting question.

My hurdy gurdy case always contains:
a damp dampit (surprisingly essential)
rosin
extra strings
extra tangents
spare buzzing bridge
paper for shimming strings and tangents
electronic tuner
peg dope
candlewax for sticky keys
OB brand tampons, not for me, but it's the best hurdy gurdy cotton.
oil for crank and axle
busking permits for various cities, or official letters saying I don't need permits.
business cards

I haven't found a use for wig tape yet, but it wouldn't surprise me if someone uses it on their hurdy gurdy somehow.

Outside the hurdy gurdy case, when I go busking I carry:
folding stool
earplugs
CDs
little wooden CD holder
pretty scarf to rest CD holder on and hide clutter.
water bottle
toothbrush, toothpaste, floss
Swiss army knife (mostly for the screwdriver for the hurdy gurdy)
snacks or lunch occasionally
maps and compass sometimes

Other performances require different gig bags, but this is what's always packed, because this is what I do mostly.

Melissa the Loud