One of my favorite “what-ifs” is:

“What would I bring, if I knew I was going to be transported into another world?”

It is a fun discussion topic for old and new gamer friends.  There are always common items, but the uncommon ideas can really tell you something about each other.

This game is not only fun for geek chat, but it is also a good way to plan ahead for building a survival kit for camping or for your car.

I like to think of practical things that would solve problems I can anticipate.  However, some people go right to technology, like lighters, guns, or computers.  Usually, I make the assumption that there will be no modern power sources and that physics might not work the same.  That rules out all electronic devices.  

As far as weapons go, a good knife is one of the best utility items and could also be used for protection.  Firearms are a dubious choice, since you basically have a stick or a hammer as soon as you run out of ammunition.  It is possible that you could manufacture your own ammunition with a little knowledge and time, but if you have the only modern firearms, you could be introducing world-changing technology and cause a lot of chaos and destruction.

In fact, most of my choices are survival based, other than the gems and precious metals.  Those could be used for survival, but also to establish yourself in a new environment more quickly than getting a job and saving.