We are bringing the following, and probably more - most I find at dollar stores, or on clearance in any discount store. We are traveling with 2 boys under 5. I find we spend more money on the little "stuff" that isn't really necessary, but it sure adds up so....I bring 1
small bag into the park, and customize it for what we are doing each day - my bag is about the size of an average purse and I pack it with fresh "stuff" everyday, diapers, wipes and a fresh pair of shorts for each child. My husband and I divert their attention to the things we have packed which is easier for those with little kids in some regards... I hate the gimmies, so we try to avoid them!
Things I bring, and rotate in the bag, as needed:
Water muscles(swimmies), water diapers and a beach ball (to burn energy while not at the parks, and it is easy to pack!)
Plush toys (my boys LOVE the animals at AK, so we will tuck these away for the right moment in that park) Don't forget minnies and micky's!
Glow sticks, bracelets, necklaces, light chasers, light saber and fiber optic thingies! Dollar stores, the boardwalk and flea markets are great places to find this stuff! Anything to divert them from those darn glowing carts that suck $20 bills out of your wallet like a hoover!
Candy from the dollar store: Esp those HUGE lollipops that are like a foot long! Penny candy etc(but not anything perishable like chocolate!) Our dollar store even has bags of cotton candy and those spinning lollipop holders that cost $9 in WDW.
Disney coloring books and crayons (dollar store), Legos (from home) nothing gets them in the mood like the inspiration at the
lego store!
Things to do in line: mini magnadoodle (great for playing games!), small hand games (paddle w/ ball, little ball mazes (dollar store)) a few matchbox cars, silly puddy etc. Nothing big or heavy, just a few small items that you can slip in a pocket to pass 20 minutes with...
Disney action figures - these come in handy to pass the time while waiting for a parade or show to start and they sell alot of these sets in DTD.
A few train toys from home - if you have boys, nothing brings out the choo choo in them like a few spins on the monorail! (And OMG the monorail train set is $100)
Favorite character toys - my DS1 is a Buzz Lightyear NUT. So we plan on making sure that he has something new "buzz" related for the day we go to MK, becuase we know that Lightyear Spin sets him into a buying frenzy!
Also:
Sun hats
autograph book and fat pen
snacks snacks snacks/breakfast food
case of water/drinks/powdered drink mix sticks
suntan lotion, lip balm, meds and tummy remedies.
Becuase we drive from NJ, I pack bag of snacks and cooler of drinks for the ride down, and I also pack and set aside a bag of snacks for the ride back. Any leftover drinks go in the cooler filled with hotel ice, and leftover snack credits from the
DDP get spent on take home snacks. Saves money from stopping and grabbing snacks/drinks at the rest stops.
I just started packing my Disney box now, for our next trip in Jan. It's those little extras that can make the trip magical (and expensive!)
I also thnk that loading that special "gift box" is part of the fun!
Is this strange? 
DH just added that you don't want to carry too much stuff around. Being weighed down takes away from the enjoyment. Hmmmm.... maybe my pack mule is trying to tell me something! 
I don't know why that is, but that besides the parks are the only place that I've seen the pins. I didn't want anyone to go to the store and be let down because they didn't have them, at least that's the way it is here in our stores, does anyone else have stores that sells the pins besides outlets?
