i just did my first tri last month. you had to be there between 6:30 and 7:30 to set up your transition stuff. you had to check your bike the day before and they guarded them overnight. i like batman's equipment list - plus the bodyglide cj mentioned (i was adviced to apply liberally around the wetsuit neck area because that's a common place for it to chafe. i also did my thighs and the outside of my lats - but that's just me.
my times were just average for first timers on a hilly course and i was way towards the back of finishers in my age group, but the things i remembered most about bringing stuff and having stuff there was this:
1) i was glad i put **** out beforehand because the morning of it was so ******** early that i couldn't really focus right off.
2) i brought several options for tops but it turned out to be a gorgeous day so that was pointless - and here it is june so that won't matter to you.
3) i think i'd do a number belt next time because mine tore putting my shirt on and i had to pin it while riding - i should have just worn it under my suit but i'm wimpy and i was afraid i'd be chilly if i didn't towel off and put a dry singlet on at least (i don't know why they call it a singlet when it's just a sleevless jersey and doesn't cover your ass).
4) try to hustle in the T1 - this was my slowest part and i think i was more just moving slowly because it wasn't something i'd practice as far as what to do first. like i'd think "what next, oh yeah my sunglasses.." when really i should have had a routine. i didn't care at the time what my splits were but if you asked me now.. well heck yeah i wouldn't mind a few extra minutes back if it just meant putting my socks in without dilly-dallying or something.
Last thing i'll say (just because it's your first race and not because it's germaine to your question) is that i really enjoyed my race a ton by pacing myself. Granted i came in like 1002nd overall out of 1250 folks - so that's pretty ****ty considering i'm only 34. but still, i read an article someplace about a common problem being ppl who come out gangbusters on the swim and end up never recovering their heart rate for the bike and run. they have a perceived exertion that's harder for each leg but really they just blew up from coming out too hard because they felt like they had to be extra pushy for the race. So just try to remember that it's an endurance event and you can't fake your training level for 3 hours or more. If you have a HRM, i'd suggest leaving it in Zone 2 or something where it'd start to chirp at you if you do more than like 85% of your max HR. that way you can push yourself enough, but if you go too hard for too long like on a big climb or something you'll have your little watch saying the equivalent of "easy now.. we got another few hours of this to go.. drink some gatorade and chill for a minute".
All this is just me - and folks here have way more experience than me so take that for what it's worth. I'm just saying I finished feeling pretty fresh and was pretty much fine the day after and rather than make the event a real trial I wanted to just celebrate that with moderation I can do more than I thought possible.
Oh, and I had somebody here advise me to take two Gels and do one at the start of the bike and the other right near the end. I did this and drank both my water bottles (of home-mixed gatorade - slightly weak i think) and I felt really good energy-wise. I think I'll do the two-goo thing for all my races from now on.
Good luck and have a great time!
-boze