-Some sort of desk lighting fixture since what you usually get (if you get more than one light) is fluorescent and/or horrible.
-Depending on how large your room is, a clothes drying rack. You would not believe how many people borrowed mine (and my siblings' when they were in res.)
-Powerbars and/or extension cords.
-Garbage can
-Do not bring your massive stereo and/or TV. It won't fit, and if it does, your neighbours will hate you. Or, everyone will come to your room to hang out or watch movies and you won't get anything done.
- If you have room in your moving vehicle and plan on doing most of your work in your room, a good desk chair is invaluable.
-Don't bring consumables that you can buy there, unless there isn't a store handy. For example, pens, looseleaf, garbage bags, laundry soap, kleenex, condoms etc.
Check the alcohol policy before you run out and buy booze (or pay someone to buy it for you.) You don't want to be looking for a place to stay in October if you run afoul of the RAs.
This, of course, is assuming you're moving a fair ways in a smallish car.