I think someone already mentioned this but clothes pins are great. You can cut the end to shape them for your needs,flip the wood part around, stick a coupld together, all sorts of things. Quite possibly some of the best clamps I have, and also great for holding small parts while I paint them.
Most every tool has been mentioned; I have a few that are much less used, but invaluable nonetheless, when needed. Trick is to hit the store as soon as you discover the need for a tool, and buy 2 more while you’re there. Working the models will leave you with mental lists of things to get / look for the next time you are tool shopping. If you don’t see it, make it yourself. Then, tell us about it.
However, one tool not yet mentioned, that I think would be wise to get into the habit of using, is your digital camera. Open up a free image hosting site, such as Photobucket, and start taking your in-progress shots. Post those shots here, and let the advice from the group come pouring in. The folks on this forum are here to help and be helped. Posting pics, and taking the comments back to the workbench, will speed up your learning curves, and improve your modeling skills very quickly.
Just my humble 2¢.
I noticed lead fishing weight’s mentioned here, presumably for nose weights?
As an alternative, you can use self adhesive automotive tyre balancing weights, they come in handy strips of 2x5Gr + 2x10Gr + 2x20Gr & are of course self adhesive.
Bandaids… [swg]
Also consider:
Straight and curved hemostats (mosquitoes), a set of fine pliers (including long needlenose), straight and/or curved iris scissors, small 6" metal ruler (metric/inch), fine curved and straight pointed forceps, and a dial or digital caliper. When looking for hemostats and forceps, make sure the two closure ends 1) meet together (aren’t offset), and 2) close completely (no gaps).
Gip
OOPS! Seems forceps, metal rulers, and scissors were already mentioned. Sorry. I will now report myself to the Committee on Redundancy Committee.