The first rule of smart self-defense is to never, ever tell people what you carry.

OK, as you read on you'll see this comment (meant as a humorous response to the thread title) has started a bit of thread hijack, which was not my intent. What I usually carry depends on the ride and the bike. My commuter always has a spare tube, extra quick link, and some moist hand wipes. None of my other bikes have this. All of them have a patch kit, one tire lever, and either a mini-pump or a C02 inflator. I also carry my cell phone with me on 98% of my rides, more out of habit than anything else. When riding some distance from home in more remote areas, I also carry an extra energy bar and a small first aid kit.