Fuses - too many types to list
1N4004 diodes
TIP102
TIP36
2N4401
Bridge rectifiers - 35A in both wire and lug leads
100uF 35v radial caps if you have or are going to own any DE or System 11 games
Fuse clips if you own or are going to own any DE/Sega games
IR opto transmitter and receiver LEDs
0.156 header pins
0.156 connector housings
0.156 crimp connectors in both 18-20 AWG and 22-24 AWG
0.100 crimp contacts
0.062 crimp contacts
0.093 male and female crimp contacts
Get a good ratcheting crimper
SIP socket pins to replace ICs
With ICs, it is kind of hard to say as there are so many. I seem to need a good amount of:
LM339
ULN2803
6264 and 6116 RAM, 5101 RAM if you have older WMS and Bally games
Doesn't hurt to have an extra 6821 PIA on hand
May want an extra CPU or two such as 68B09E
Resistors - hard to say, so may different types may be needed. John's kit suggestion from another thread is a good one.

Gotta stop there as I have to run.