I got a whiteboard marker with a "retractable tip" and I really recommend it. It basically looks like a slightly blown up pen, fits in most of the same places (e.g. in your bag), and fits in your hand a little better (ie more like a real pen).
I know it seems trivial, but those pens were a real game changer for me. And yes, I know how sad that sounds now.
edit: I thought about not linking to an item since it'd look like I was trying to sell them, but the item the author linked to was a single dry erase marker (for close to $20, currently), which is either hilarious or outrageous depending on your sense of humor. I got some Expo markers[0]. Cheaper, more pens, more colors (although if you want just black pens I think there's a cheaper 3-pack out there).
0: http://www.amazon.com/Expo-Retractable-Markers-Fashion-17516...
Meanwhile, a very small USB drive on my keychain has proved it's worth time and again. There are times and places when Dropbox won't solve your problem.
* device chargers for home, office, car, and backpack/briefcase
* several pairs of the shoes or sunglasses you really like
* bottled beverages and non-perishable snacks in bulk (JERKY!)
* cheaper versions of things you use at home, for when you're traveling (in case you lose them)
* multiple monitors for your workstation
etc.