Always have a picture and resume with you. A headshot is an 8-by-10 photo printed on heavy paper. Staple your resume to the back of the headshot. It's best to have more than one copy of your headshot with you in case the casting director asks for more, which can often happen in commercial auditions. This is your calling card, and it is necessary---do not forget your headshot and resume.
Have a brush or comb with you, so you can keep up your appearance and fix your hair if it gets messy or unkempt. Always have a toothbrush, floss and mirror handy, whether on your person or in the car, so you can refreshen up as needed. Women should also have hair accessories and makeup for touch-ups, or to change appearance if the casting director so requests. This is most important for on-camera auditions, where the casting director, along with the clients and production crew, will be reviewing the tapes over and over again.
If you were sent portions of a script, also called sides, or sheet music ahead of time, bring it with you. Whether you have it memorized or not, it's nice to have it on hand to look at, and as a crutch in case you forget something. The sides and music should be memorized, but you may not have time if you get the script late, have trouble with memorization or prefer to use an "in the moment" acting technique. Be aware, though, that some casting directors will frown upon your lack of memorization. It's hit and miss as to who will care and who won't.
Bring a bottle of water with you. Sometimes you may have to wait for as long as 1 hour or more, and staying hydrated is vital whether you'll be singing, dancing or acting. Don't assume there will be a drinking fountain or water vending machine anywhere.
Keep a change of clothes in the car. You may get there and realize what you're wearing isn't quite appropriate, either because your agent told you the wrong attire, didn't tell you the style of dress or you simply stand out like a sore thumb. It is possible to go into the casting office and be asked to audition for a different role. Different clothing can help you convince the casting director of your character or image. Casting directors will almost always give you a couple minutes to change if need be, especially for commercials, where so much of what you're selling is an image.
No one likes bad breath. Keep some gum or mints with you so you can freshen your breath; remember to discard the gum before you audition. You only get one chance to make a first impression, so make it a good one.
You may be asked to do a monologue, sing or perform a dance. Have something that you have rehearsed numerous times and feel confident doing. Perform the piece for someone else before your audition, and have him or her give you some critiques and see how you look and sound from the same perspective as the casting director.
You'll be given an address ahead of time for the casting call that you can look up, but it's easy to become lost, especially if you're in a rush and heading into an unfamiliar area. Keep a map in the car so you are able to navigate, should you get a last-minute casting call.