OK . . .
I don't carry all of these all the time, but:

Money (the odd bit is all the useless foreign shrapnel in there - total US$0.25, FF1.00, €0.10, and 10 Groszy - that's one-tenth of a New Polish Zloty, kids! - as well as £1.86 in presentable (not too corroded) English shrapnel)
USB disk
Phone (obviously) with headset for radio function
A huge bunch of 11 keys, some with no obvious purpose
A small digital video/still camera
AAA battery
256MB mp3 player to drown everyone out and provide cool soundtrack to my actions
Cheap monocular
Small bits of paper
A plastic card torch of surprising brightness
Pens, mostly useless and geriatric
Small change picked up from street, usually corroded beyond recognition
Innumerable bits of paper inc. receipts, the oldest of which has all the text rubbed off, leaving a shiny patina
Several pairs of headphones
A plastic tube containing a cheap lighter (why? I don't smoke! I suppose it's because of the ASBO kids down the road who are always asking me if I've got a light) and some strike-anywhere matches
A board marker, which recently came in useful when I was called upon to draw Beatles moustaches on people
Cool Spetznaz-style hat (either Spetznaz or farmer, anyway)
A semi-precious stone, I can't remember what it's called
Indeterminate pointy things that keep jabbing me
Also sometimes a small whistle which despite being small is fucking loud (100dB or so), I don't know why
Used to carry my cool knife but don't anymore as it does look sort of threatening and has a locking blade.

Also, for a while, a long time ago when someone was making violent threats against me I carried a big fuck-off plank that had come off a protest placard inside my jacket.

All inside a venerable beige jacket I got for about £4 in Primark.


Edit: fucking hell, I just keep on adding stuff. My watch is also probably worth a mention as it has a stopwatch, a countdown timer, 3 alarms and a tiny compass on the strap.
(Radio Free iPods "Fickt nicht mit dem Raketenmensch!", Thu 27 Oct 2005, 17:24, Reply)